+174.4%
XLF vs MGY
+210.4%
-36.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | +3.5% | -5.0% | -2.3% |
| 30D | -1.2% | +5.3% | -6.4% | -2.5% |
| 3M | +9.2% | +2.6% | +6.5% | +7.9% |
| 6M | +16.3% | -3.3% | +19.6% | +15.9% |
| YTD | +5.4% | +29.2% | -23.8% | -2.6% |
| 1Y | +7.6% | +18.0% | -10.4% | +1.4% |
| 3Y | +74.2% | +30.0% | +44.2% | +56.8% |
| 5Y | +66.1% | +92.7% | -26.5% | +27.9% |
| All | +174.4% | +210.4% | -36.0% | +62.4% |
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