+112.8%
XLP vs MGY
+159.0%
-46.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | 0.0% |
| 7D | +2.3% | -6.1% | +8.4% | +2.8% |
| 30D | +9.1% | -3.9% | +13.0% | +9.3% |
| 3M | +7.9% | -11.0% | +18.8% | +8.6% |
| 6M | +9.6% | -15.6% | +25.2% | +10.7% |
| YTD | +19.4% | +7.8% | +11.6% | +18.0% |
| 1Y | +22.4% | +5.8% | +16.5% | +21.1% |
| 3Y | +43.2% | +16.5% | +26.7% | +39.1% |
| 5Y | +42.6% | +28.5% | +14.1% | +35.2% |
| All | +112.8% | +159.0% | -46.2% | +74.6% |
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