+112.5%
XLP vs MGY
+153.6%
-41.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.2% |
| 7D | +0.1% | -9.5% | +9.6% | +0.8% |
| 30D | +8.9% | -5.9% | +14.9% | +9.3% |
| 3M | +7.5% | -9.0% | +16.4% | +8.0% |
| 6M | +9.4% | -17.4% | +26.8% | +10.7% |
| YTD | +19.3% | +5.6% | +13.7% | +18.0% |
| 1Y | +21.7% | +6.0% | +15.8% | +20.4% |
| 3Y | +44.0% | +15.6% | +28.3% | +39.9% |
| 5Y | +42.8% | +20.2% | +22.5% | +36.1% |
| All | +112.5% | +153.6% | -41.1% | +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 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