+14.3%
SLB vs MGY
+199.8%
-185.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.1% |
| 7D | +0.8% | +2.1% | -1.3% | -0.6% |
| 30D | +15.8% | +13.8% | +2.0% | +6.4% |
| 3M | -0.3% | -4.3% | +3.9% | +1.2% |
| 6M | +21.3% | -5.1% | +26.4% | +22.3% |
| YTD | +52.3% | +24.8% | +27.5% | +28.3% |
| 1Y | +63.6% | +11.8% | +51.8% | +47.3% |
| 3Y | +3.8% | +23.5% | -19.8% | -13.5% |
| 5Y | +128.6% | +87.5% | +41.2% | +42.1% |
| All | +14.3% | +199.8% | -185.5% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling