+16.9%
XLB vs MGY
+15.5%
+1.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.4% |
| 7D | -1.4% | +2.1% | -3.5% | -1.4% |
| 30D | -0.4% | +13.8% | -14.2% | -0.2% |
| 3M | +2.0% | -4.3% | +6.2% | +2.5% |
| 6M | +1.8% | -5.1% | +6.9% | +0.9% |
| YTD | +16.6% | +24.8% | -8.2% | +9.5% |
| 1Y | +16.9% | +11.8% | +5.1% | +10.0% |
| All | +16.9% | +15.5% | +1.4% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling