+165.8%
RTX vs MGY
+85.2%
+80.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -2.0% | +1.8% | -3.8% | -2.3% |
| 30D | -11.2% | +6.5% | -17.7% | -12.2% |
| 3M | +12.0% | +0.3% | +11.7% | +11.6% |
| 6M | -3.6% | -2.4% | -1.2% | -4.1% |
| YTD | +9.2% | +29.0% | -19.8% | +2.3% |
| 1Y | +29.7% | +17.0% | +12.7% | +23.7% |
| 3Y | +152.0% | +26.2% | +125.8% | +131.5% |
| 5Y | +165.8% | +92.3% | +73.4% | +114.8% |
| All | +165.8% | +85.2% | +80.6% | +114.8% |
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