+648.9%
XLK vs MGY
+210.4%
+438.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | +3.5% | -3.3% | -0.4% |
| 30D | -0.6% | +5.3% | -5.9% | -1.6% |
| 3M | +2.6% | +2.6% | -0.1% | +1.6% |
| 6M | +34.0% | -3.3% | +37.3% | +33.5% |
| YTD | +30.7% | +29.2% | +1.5% | +22.8% |
| 1Y | +39.2% | +18.0% | +21.2% | +32.9% |
| 3Y | +120.4% | +30.0% | +90.4% | +104.0% |
| 5Y | +148.8% | +92.7% | +56.1% | +108.7% |
| All | +648.9% | +210.4% | +438.5% | +459.5% |
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