-2.4%
MGY vs XPO
-6.0%
+3.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.5% |
| 7D | +1.8% | -1.3% | +3.1% | +1.6% |
| 30D | +6.5% | -10.4% | +16.9% | +4.4% |
| 3M | +0.3% | -15.7% | +16.0% | -2.7% |
| 6M | -2.4% | -6.3% | +4.0% | -0.5% |
| All | -2.4% | -6.0% | +3.6% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 6mo: compounded portfolio wealth divided by compounded XPO 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…
6mo analysis · Full analysis span regression · 6 months rolling