+39.6%
ALB vs MGY
+206.7%
-167.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.8% |
| 7D | -4.4% | -0.9% | -3.5% | -4.1% |
| 30D | -1.2% | +10.1% | -11.3% | -4.7% |
| 3M | -13.3% | -1.5% | -11.8% | -13.4% |
| 6M | -19.8% | -4.9% | -14.8% | -19.4% |
| YTD | -7.9% | +27.7% | -35.6% | -17.2% |
| 1Y | +60.2% | +20.1% | +40.1% | +47.1% |
| 3Y | -26.4% | +24.9% | -51.3% | -33.4% |
| 5Y | -42.5% | +91.6% | -134.1% | -55.8% |
| All | +39.6% | +206.7% | -167.1% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling