+41.8%
XRT vs MGY
+25.2%
+16.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -3.2% | +3.5% | -6.7% | -3.9% |
| 30D | -4.5% | +5.3% | -9.8% | -5.6% |
| 3M | -3.1% | +2.6% | -5.7% | -3.9% |
| 6M | +4.2% | -3.3% | +7.5% | +3.9% |
| YTD | -0.1% | +29.2% | -29.3% | -9.1% |
| 1Y | -3.0% | +18.0% | -21.1% | -9.5% |
| 3Y | +41.8% | +30.0% | +11.8% | +21.9% |
| All | +41.8% | +25.2% | +16.6% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling