+208.3%
XOM vs MGY
+210.4%
-2.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.1% | +3.5% | +0.5% | +2.5% |
| 30D | +4.6% | +5.3% | -0.7% | +2.2% |
| 3M | +14.0% | +2.6% | +11.3% | +12.1% |
| 6M | +11.0% | -3.3% | +14.2% | +12.1% |
| YTD | +40.7% | +29.2% | +11.5% | +25.1% |
| 1Y | +52.3% | +18.0% | +34.3% | +40.5% |
| 3Y | +60.5% | +30.0% | +30.4% | +39.1% |
| 5Y | +266.4% | +92.7% | +173.7% | +161.0% |
| All | +208.3% | +210.4% | -2.1% | +59.0% |
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