+160.4%
MGY vs ALHC
-33.8%
+194.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | +3.5% | -6.9% | +10.4% | +3.8% |
| 30D | +5.3% | -6.7% | +12.0% | +5.5% |
| 3M | +2.6% | -37.7% | +40.3% | +4.1% |
| 6M | -3.3% | -30.0% | +26.7% | -2.8% |
| YTD | +29.2% | -36.2% | +65.4% | +30.3% |
| 1Y | +18.0% | -22.9% | +40.9% | +17.8% |
| 3Y | +30.0% | +138.4% | -108.4% | +17.9% |
| 5Y | +92.7% | -32.8% | +125.5% | +85.7% |
| All | +160.4% | -33.8% | +194.2% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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