+229.2%
MXL vs MGY
+25.2%
+204.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.4% |
| 7D | +18.9% | +3.5% | +15.3% | +16.9% |
| 30D | +0.3% | +5.3% | -5.0% | -2.7% |
| 3M | -8.0% | +2.6% | -10.7% | -10.6% |
| 6M | +341.2% | -3.3% | +344.5% | +335.6% |
| YTD | +327.8% | +29.2% | +298.6% | +240.2% |
| 1Y | +364.9% | +18.0% | +346.9% | +293.8% |
| 3Y | +229.2% | +30.0% | +199.2% | +151.6% |
| All | +229.2% | +25.2% | +204.1% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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