+28.4%
XLY vs MGY
+88.8%
-60.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.7% | +3.5% | -5.2% | -2.3% |
| 30D | -4.2% | +5.3% | -9.5% | -5.1% |
| 3M | -2.7% | +2.6% | -5.3% | -3.5% |
| 6M | -0.6% | -3.3% | +2.6% | -1.0% |
| YTD | -5.0% | +29.2% | -34.2% | -11.3% |
| 1Y | -4.1% | +18.0% | -22.1% | -8.8% |
| 3Y | +33.6% | +30.0% | +3.6% | +22.5% |
| All | +28.4% | +88.8% | -60.4% | +9.4% |
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