+196.3%
XLE vs MGY
+176.7%
+19.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | +5.4% | +4.5% | +0.9% | +2.9% |
| 30D | -3.9% | -0.4% | -3.5% | -3.8% |
| 3M | +7.0% | -4.3% | +11.4% | +8.9% |
| 6M | +14.2% | -12.9% | +27.1% | +21.4% |
| YTD | +48.2% | +15.2% | +33.0% | +35.9% |
| 1Y | +47.7% | +10.3% | +37.3% | +38.4% |
| 3Y | +70.0% | +23.6% | +46.4% | +47.2% |
| 5Y | +169.1% | +35.7% | +133.4% | +114.6% |
| All | +196.3% | +176.7% | +19.6% | +43.3% |
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