+115.9%
XEL vs MGY
+209.8%
-93.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.2% | +1.8% | -3.0% | -1.3% |
| 30D | -2.9% | +6.5% | -9.4% | -3.2% |
| 3M | -2.7% | +0.3% | -3.0% | -2.8% |
| 6M | -6.5% | -2.4% | -4.1% | -6.6% |
| YTD | +3.6% | +29.0% | -25.4% | +2.1% |
| 1Y | +7.5% | +17.0% | -9.5% | +6.4% |
| 3Y | +46.3% | +26.2% | +20.2% | +43.5% |
| 5Y | +30.5% | +92.3% | -61.8% | +24.7% |
| All | +115.9% | +209.8% | -93.9% | +82.3% |
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