+34.2%
MGY vs ALC
-9.1%
+43.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +0.8% |
| 7D | +4.5% | -1.1% | +5.6% | +4.7% |
| 30D | -0.4% | +16.0% | -16.5% | -4.8% |
| 3M | -4.3% | +0.8% | -5.2% | -4.9% |
| 6M | -12.9% | +16.8% | -29.7% | -17.3% |
| YTD | +15.2% | -5.5% | +20.7% | +15.6% |
| 1Y | +10.3% | -5.3% | +15.6% | +10.5% |
| 3Y | +23.6% | +4.1% | +19.5% | +16.6% |
| All | +34.2% | -9.1% | +43.3% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling