+102.1%
XBI vs MGY
+210.4%
-108.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.6% | +3.5% | -8.2% | -5.4% |
| 30D | -2.0% | +5.3% | -7.3% | -3.1% |
| 3M | +17.8% | +2.6% | +15.1% | +16.6% |
| 6M | +23.7% | -3.3% | +27.0% | +23.3% |
| YTD | +28.2% | +29.2% | -1.0% | +19.5% |
| 1Y | +64.0% | +18.0% | +45.9% | +55.5% |
| 3Y | +99.4% | +30.0% | +69.4% | +81.8% |
| 5Y | +19.3% | +92.7% | -73.3% | -4.2% |
| All | +102.1% | +210.4% | -108.3% | +46.9% |
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