+92.1%
MGY vs ALK
-28.1%
+120.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.5% |
| 7D | +1.5% | -3.0% | +4.5% | +1.9% |
| 30D | +6.8% | -14.6% | +21.4% | +9.2% |
| 3M | +2.6% | -10.6% | +13.2% | +3.1% |
| 6M | -3.1% | -6.7% | +3.6% | -4.8% |
| YTD | +29.4% | -19.8% | +49.2% | +30.9% |
| 1Y | +22.3% | -35.2% | +57.5% | +30.6% |
| 3Y | +26.6% | +1.4% | +25.2% | +12.9% |
| 5Y | +92.1% | -30.7% | +122.8% | +85.2% |
| All | +92.1% | -28.1% | +120.2% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling