-4.9%
LYB vs MGY
+88.8%
-93.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | +3.5% | -3.3% | -1.2% |
| 30D | +2.5% | +5.3% | -2.8% | +0.2% |
| 3M | +1.4% | +2.6% | -1.3% | -0.1% |
| 6M | -3.5% | -3.3% | -0.2% | -2.1% |
| YTD | +52.0% | +29.2% | +22.8% | +37.4% |
| 1Y | +22.1% | +18.0% | +4.0% | +14.2% |
| 3Y | -22.8% | +30.0% | -52.8% | -31.4% |
| All | -4.9% | +88.8% | -93.7% | -25.4% |
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 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