-46.3%
ALB vs MGY
+85.2%
-131.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -7.6% | +1.8% | -9.4% | -8.3% |
| 30D | -5.6% | +6.5% | -12.1% | -8.4% |
| 3M | -16.8% | +0.3% | -17.2% | -17.6% |
| 6M | -26.3% | -2.4% | -23.9% | -26.9% |
| YTD | -13.2% | +29.0% | -42.2% | -25.2% |
| 1Y | +68.8% | +17.0% | +51.8% | +52.3% |
| 3Y | -30.7% | +26.2% | -56.8% | -40.2% |
| 5Y | -46.3% | +92.3% | -138.6% | -57.9% |
| All | -46.3% | +85.2% | -131.4% | -57.9% |
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 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