+151.5%
MGY vs ALHC
-28.9%
+180.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +2.1% | -0.6% | +2.7% | +2.1% |
| 30D | +13.8% | -1.0% | +14.8% | +13.8% |
| 3M | -4.3% | -10.2% | +5.9% | -4.6% |
| 6M | -5.1% | -28.3% | +23.2% | -4.6% |
| YTD | +24.8% | -31.4% | +56.2% | +25.5% |
| 1Y | +11.8% | -16.9% | +28.7% | +11.3% |
| 3Y | +23.5% | +135.5% | -112.0% | +12.5% |
| 5Y | +87.5% | -33.6% | +121.1% | +80.8% |
| All | +151.5% | -28.9% | +180.4% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling