+27.1%
ALB vs MGY
+210.4%
-183.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -6.6% | +3.5% | -10.2% | -7.8% |
| 30D | -8.1% | +5.3% | -13.4% | -9.9% |
| 3M | -25.7% | +2.6% | -28.3% | -26.8% |
| 6M | -29.5% | -3.3% | -26.2% | -29.6% |
| YTD | -16.2% | +29.2% | -45.4% | -25.0% |
| 1Y | +59.2% | +18.0% | +41.2% | +47.2% |
| 3Y | -33.7% | +30.0% | -63.7% | -40.8% |
| 5Y | -48.1% | +92.7% | -140.8% | -60.2% |
| All | +27.1% | +210.4% | -183.3% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling