+32.4%
XLV vs MGY
+9.7%
+22.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.2% | +8.3% | +2.8% |
| 7D | +5.5% | -12.1% | +17.6% | +4.9% |
| 30D | +13.3% | -2.6% | +15.9% | +13.1% |
| 3M | +17.4% | -4.2% | +21.7% | +17.2% |
| 6M | +32.1% | -23.9% | +56.0% | +31.1% |
| YTD | +24.0% | +8.8% | +15.2% | +19.5% |
| All | +32.4% | +9.7% | +22.7% | +27.0% |
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 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