+30.0%
MGY vs XHB
+23.1%
+6.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | +3.5% | -4.6% | +8.2% | +4.7% |
| 30D | +5.3% | -9.1% | +14.4% | +7.6% |
| 3M | +2.6% | -8.6% | +11.2% | +4.2% |
| 6M | -3.3% | -4.0% | +0.7% | -4.3% |
| YTD | +29.2% | -3.9% | +33.2% | +27.2% |
| 1Y | +18.0% | -16.5% | +34.5% | +23.9% |
| 3Y | +30.0% | +22.6% | +7.4% | +15.3% |
| All | +30.0% | +23.1% | +6.9% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling