+32.0%
XLP vs MGY
+92.8%
-60.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.8% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | -1.3% | +10.1% | -11.4% | -1.9% |
| 3M | +1.8% | -1.5% | +3.3% | +1.8% |
| 6M | -0.8% | -4.9% | +4.1% | -0.7% |
| YTD | +9.5% | +27.7% | -18.2% | +7.4% |
| 1Y | +7.2% | +20.1% | -12.9% | +5.5% |
| 3Y | +27.1% | +24.9% | +2.3% | +23.5% |
| 5Y | +32.0% | +91.6% | -59.5% | +25.5% |
| All | +32.0% | +92.8% | -60.7% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling