+47.2%
XYZ vs MGY
+25.3%
+21.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -3.7% | +1.5% | -5.2% | -4.1% |
| 30D | +0.5% | +6.8% | -6.3% | -1.4% |
| 3M | +16.3% | +2.6% | +13.7% | +14.7% |
| 6M | +21.1% | -3.1% | +24.3% | +20.3% |
| YTD | +22.0% | +29.4% | -7.4% | +7.3% |
| 1Y | +5.2% | +22.3% | -17.2% | -5.8% |
| All | +47.2% | +25.3% | +21.9% | +24.7% |
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