+7.8%
XLP vs MGY
+15.5%
-7.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -1.0% | +2.1% | -3.1% | -1.0% |
| 30D | -0.9% | +13.8% | -14.7% | -1.1% |
| 3M | +3.8% | -4.3% | +8.1% | +3.9% |
| 6M | -1.7% | -5.1% | +3.3% | -2.0% |
| YTD | +10.3% | +24.8% | -14.5% | +7.3% |
| 1Y | +7.8% | +11.8% | -4.0% | +4.9% |
| All | +7.8% | +15.5% | -7.7% | +4.9% |
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