+92.9%
XLP vs MGY
+210.8%
-118.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -2.9% | +1.5% | -4.4% | -3.0% |
| 30D | -2.2% | +6.8% | -9.1% | -2.8% |
| 3M | -0.6% | +2.6% | -3.2% | -0.9% |
| 6M | -2.2% | -3.1% | +0.9% | -2.2% |
| YTD | +8.3% | +29.4% | -21.1% | +5.7% |
| 1Y | +5.7% | +22.3% | -16.6% | +3.5% |
| 3Y | +25.7% | +26.6% | -0.9% | +21.5% |
| 5Y | +31.3% | +92.1% | -60.8% | +20.4% |
| All | +92.9% | +210.8% | -118.0% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling