+190.5%
XLE vs MGY
+199.8%
-9.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | +2.2% | +2.1% | +0.1% | +1.1% |
| 30D | +11.8% | +13.8% | -2.0% | +4.4% |
| 3M | +9.8% | -4.3% | +14.1% | +11.6% |
| 6M | +15.6% | -5.1% | +20.6% | +17.7% |
| YTD | +45.3% | +24.8% | +20.5% | +28.3% |
| 1Y | +48.3% | +11.8% | +36.5% | +38.2% |
| 3Y | +55.4% | +23.5% | +31.9% | +34.9% |
| 5Y | +216.1% | +87.5% | +128.6% | +114.5% |
| All | +190.5% | +199.8% | -9.3% | +35.3% |
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