+1.4%
SLB vs MGY
+25.3%
-23.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.9% |
| 7D | -1.9% | +1.5% | -3.4% | -2.8% |
| 30D | +7.8% | +6.8% | +0.9% | +3.1% |
| 3M | +2.7% | +2.6% | +0.1% | 0.0% |
| 6M | +22.2% | -3.1% | +25.3% | +21.7% |
| YTD | +51.1% | +29.4% | +21.7% | +21.9% |
| 1Y | +63.3% | +22.3% | +41.0% | +36.7% |
| All | +1.4% | +25.3% | -23.9% | -19.8% |
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