-68.4%
XYZ vs MGY
+94.8%
-163.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.4% |
| 7D | -3.7% | +1.5% | -5.2% | -4.3% |
| 30D | +0.5% | +6.8% | -6.3% | -2.2% |
| 3M | +16.3% | +2.6% | +13.7% | +13.6% |
| 6M | +21.1% | -3.1% | +24.3% | +19.6% |
| YTD | +22.0% | +29.4% | -7.4% | +6.1% |
| 1Y | +5.2% | +22.3% | -17.2% | -6.9% |
| 3Y | +49.6% | +26.6% | +23.0% | +26.9% |
| 5Y | -68.4% | +92.1% | -160.5% | -75.5% |
| All | -68.4% | +94.8% | -163.2% | -75.5% |
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