+112.9%
XLP vs MGY
+172.4%
-59.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -0.2% | +3.5% | -3.8% | -0.5% |
| 30D | +8.2% | -3.0% | +11.2% | +8.3% |
| 3M | +7.7% | -7.6% | +15.3% | +8.2% |
| 6M | +9.3% | -14.4% | +23.7% | +10.3% |
| YTD | +19.5% | +13.4% | +6.1% | +17.6% |
| 1Y | +21.0% | +9.2% | +11.8% | +19.4% |
| 3Y | +43.2% | +22.6% | +20.7% | +38.6% |
| 5Y | +42.7% | +33.6% | +9.1% | +34.9% |
| All | +112.9% | +172.4% | -59.5% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling