-11.4%
RKT vs MGY
+88.8%
-100.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -6.3% | +3.5% | -9.8% | -6.7% |
| 30D | -6.2% | +5.3% | -11.5% | -7.0% |
| 3M | -1.9% | +2.6% | -4.5% | -2.6% |
| 6M | -13.0% | -3.3% | -9.7% | -13.6% |
| YTD | -31.9% | +29.2% | -61.1% | -36.8% |
| 1Y | -37.6% | +18.0% | -55.6% | -41.0% |
| 3Y | +36.8% | +30.0% | +6.8% | +22.7% |
| All | -11.4% | +88.8% | -100.2% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MGY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling