+22.4%
XLP vs MGY
+7.6%
+14.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | +0.2% |
| 7D | +2.3% | -6.1% | +8.4% | +2.2% |
| 30D | +9.1% | -3.9% | +13.0% | +8.8% |
| 3M | +7.9% | -11.0% | +18.8% | +7.6% |
| 6M | +9.6% | -15.6% | +25.2% | +9.6% |
| YTD | +19.4% | +7.8% | +11.6% | +12.7% |
| 1Y | +22.4% | +5.8% | +16.5% | +15.6% |
| All | +22.4% | +7.6% | +14.8% | +15.6% |
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 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