+9.5%
MGY vs XHB
+5.8%
+3.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.4% | -10.7% | -3.5% |
| 7D | -12.1% | +9.7% | -21.9% | -9.3% |
| 30D | -2.6% | +11.7% | -14.3% | +1.0% |
| 3M | -4.2% | -1.4% | -2.9% | -3.9% |
| 6M | -23.9% | +6.8% | -30.7% | -22.0% |
| YTD | +8.8% | +5.5% | +3.3% | +11.4% |
| 1Y | +9.5% | +5.1% | +4.3% | +12.2% |
| All | +9.5% | +5.8% | +3.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling