+34.2%
MGY vs ALK
-31.3%
+65.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.7% |
| 7D | +4.5% | -1.2% | +5.7% | +4.5% |
| 30D | -0.4% | +7.7% | -8.1% | -1.8% |
| 3M | -4.3% | -19.0% | +14.6% | -2.0% |
| 6M | -12.9% | -0.2% | -12.6% | -15.3% |
| YTD | +15.2% | -23.5% | +38.7% | +16.7% |
| 1Y | +10.3% | -9.1% | +19.5% | +6.2% |
| 3Y | +23.6% | +12.0% | +11.6% | +5.6% |
| All | +34.2% | -31.3% | +65.6% | +29.0% |
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