+89.0%
MGY vs XME
+162.6%
-73.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | +3.5% | -4.2% | +7.8% | +6.0% |
| 30D | +5.3% | -2.7% | +8.0% | +6.4% |
| 3M | +2.6% | -3.9% | +6.6% | +3.6% |
| 6M | -3.3% | -1.0% | -2.3% | -7.0% |
| YTD | +29.2% | +9.8% | +19.4% | +13.7% |
| 1Y | +18.0% | +32.5% | -14.5% | -11.6% |
| 3Y | +30.0% | +124.3% | -94.3% | -37.5% |
| All | +89.0% | +162.6% | -73.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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