+6.3%
KMB vs MGY
+210.4%
-204.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.5% | +3.5% | -10.0% | -6.5% |
| 30D | -8.8% | +5.3% | -14.1% | -8.9% |
| 3M | -2.2% | +2.6% | -4.8% | -2.2% |
| 6M | +0.7% | -3.3% | +3.9% | +0.6% |
| YTD | +1.0% | +29.2% | -28.2% | +0.4% |
| 1Y | -20.3% | +18.0% | -38.3% | -20.7% |
| 3Y | -13.3% | +30.0% | -43.3% | -14.1% |
| 5Y | -12.9% | +92.7% | -105.6% | -15.3% |
| All | +6.3% | +210.4% | -204.1% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling