+142.3%
XRT vs MGY
+206.7%
-64.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.7% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -5.6% | +10.1% | -15.8% | -7.9% |
| 3M | +2.5% | -1.5% | +4.0% | +2.2% |
| 6M | +3.7% | -4.9% | +8.6% | +3.6% |
| YTD | +1.0% | +27.7% | -26.7% | -6.5% |
| 1Y | -1.2% | +20.1% | -21.3% | -7.3% |
| 3Y | +43.4% | +24.9% | +18.5% | +30.8% |
| 5Y | -0.7% | +91.6% | -92.3% | -21.5% |
| All | +142.3% | +206.7% | -64.4% | +60.4% |
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 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