-33.7%
ALB vs MGY
+25.2%
-58.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -6.6% | +3.5% | -10.2% | -8.4% |
| 30D | -8.1% | +5.3% | -13.4% | -10.9% |
| 3M | -25.7% | +2.6% | -28.3% | -27.3% |
| 6M | -29.5% | -3.3% | -26.2% | -29.9% |
| YTD | -16.2% | +29.2% | -45.4% | -32.0% |
| 1Y | +59.2% | +18.0% | +41.2% | +36.9% |
| 3Y | -33.7% | +30.0% | -63.7% | -50.9% |
| All | -33.7% | +25.2% | -58.9% | -50.9% |
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