+133.7%
MGY vs ALC
+16.1%
+117.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +3.5% | -6.3% | +9.9% | +6.2% |
| 30D | +5.3% | -10.3% | +15.5% | +9.7% |
| 3M | +2.6% | -0.7% | +3.4% | +2.5% |
| 6M | -3.3% | -17.8% | +14.6% | +3.4% |
| YTD | +29.2% | -15.8% | +45.0% | +36.2% |
| 1Y | +18.0% | -16.7% | +34.8% | +24.6% |
| 3Y | +30.0% | -19.7% | +49.7% | +35.4% |
| 5Y | +92.7% | -19.8% | +112.5% | +96.4% |
| All | +133.7% | +16.1% | +117.6% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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