+199.8%
MGY vs ALK
-49.9%
+249.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.1% | -2.0% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | +13.8% | -19.2% | +33.0% | +21.2% |
| 3M | -4.3% | -1.5% | -2.8% | -6.4% |
| 6M | -5.1% | -13.1% | +8.0% | -5.9% |
| YTD | +24.8% | -16.4% | +41.2% | +24.1% |
| 1Y | +11.8% | -33.1% | +44.9% | +20.2% |
| 3Y | +23.5% | +0.6% | +22.9% | +3.8% |
| 5Y | +87.5% | -26.4% | +113.9% | +73.2% |
| All | +199.8% | -49.9% | +249.7% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling