+209.8%
MGY vs XHB
+172.2%
+37.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.0% |
| 7D | +1.8% | -5.2% | +7.0% | +4.8% |
| 30D | +6.5% | -12.1% | +18.6% | +14.0% |
| 3M | +0.3% | -6.2% | +6.5% | +2.2% |
| 6M | -2.4% | -6.7% | +4.3% | -2.3% |
| YTD | +29.0% | -5.5% | +34.4% | +27.3% |
| 1Y | +17.0% | -15.6% | +32.7% | +23.6% |
| 3Y | +26.2% | +22.0% | +4.2% | +0.6% |
| 5Y | +92.3% | +31.8% | +60.5% | +41.0% |
| All | +209.8% | +172.2% | +37.7% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling