+11.5%
KMB vs MGY
+206.7%
-195.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | -5.0% | +10.1% | -15.1% | -5.1% |
| 3M | +6.6% | -1.5% | +8.0% | +6.6% |
| 6M | +1.0% | -4.9% | +5.9% | +1.0% |
| YTD | +6.0% | +27.7% | -21.7% | +5.3% |
| 1Y | -16.6% | +20.1% | -36.7% | -17.1% |
| 3Y | -8.6% | +24.9% | -33.5% | -9.5% |
| 5Y | -10.9% | +91.6% | -102.4% | -13.3% |
| All | +11.5% | +206.7% | -195.2% | +1.9% |
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