+220.5%
RTX vs MGY
+206.7%
+13.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.6% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | -10.6% | +10.1% | -20.7% | -13.0% |
| 3M | +11.6% | -1.5% | +13.1% | +11.2% |
| 6M | -4.5% | -4.9% | +0.4% | -4.7% |
| YTD | +9.6% | +27.7% | -18.1% | +0.4% |
| 1Y | +30.8% | +20.1% | +10.8% | +21.5% |
| 3Y | +152.8% | +24.9% | +128.0% | +125.2% |
| 5Y | +167.1% | +91.6% | +75.5% | +95.6% |
| All | +220.5% | +206.7% | +13.8% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling