+18.0%
MGY vs ALC
-14.7%
+32.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +3.5% | -6.3% | +9.9% | +3.9% |
| 30D | +5.3% | -10.3% | +15.5% | +6.0% |
| 3M | +2.6% | -0.7% | +3.4% | +2.6% |
| 6M | -3.3% | -17.8% | +14.6% | -2.4% |
| YTD | +29.2% | -15.8% | +45.0% | +29.5% |
| 1Y | +18.0% | -16.7% | +34.8% | +18.0% |
| All | +18.0% | -14.7% | +32.7% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling