+209.8%
MGY vs ALK
-52.2%
+262.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.8% | -3.1% | +4.9% | +2.8% |
| 30D | +6.5% | -17.1% | +23.6% | +12.6% |
| 3M | +0.3% | -3.8% | +4.1% | -0.9% |
| 6M | -2.4% | -5.3% | +2.9% | -6.4% |
| YTD | +29.0% | -20.3% | +49.2% | +30.2% |
| 1Y | +17.0% | -36.0% | +53.0% | +27.5% |
| 3Y | +26.2% | +0.8% | +25.4% | +5.2% |
| 5Y | +92.3% | -28.5% | +120.8% | +78.8% |
| All | +209.8% | -52.2% | +262.0% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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