+210.4%
MGY vs XPO
+715.5%
-505.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.5% | -5.7% | +9.2% | +5.2% |
| 30D | +5.3% | -12.8% | +18.1% | +9.2% |
| 3M | +2.6% | -20.0% | +22.6% | +8.8% |
| 6M | -3.3% | -6.0% | +2.8% | -3.4% |
| YTD | +29.2% | +34.0% | -4.8% | +14.7% |
| 1Y | +18.0% | +35.6% | -17.5% | +3.5% |
| 3Y | +30.0% | +152.3% | -122.3% | -11.5% |
| 5Y | +92.7% | +264.4% | -171.7% | +8.6% |
| All | +210.4% | +715.5% | -505.1% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling