+172.4%
MGY vs ALLE
+161.9%
+10.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +3.5% | +1.6% | +2.0% | +2.6% |
| 30D | -3.0% | +24.1% | -27.1% | -14.0% |
| 3M | -7.6% | +14.8% | -22.4% | -15.0% |
| 6M | -14.4% | +45.9% | -60.2% | -32.1% |
| YTD | +13.4% | +20.7% | -7.3% | -1.0% |
| 1Y | +9.2% | +14.2% | -5.0% | -1.6% |
| 3Y | +22.6% | +90.7% | -68.1% | -21.1% |
| 5Y | +33.6% | +50.6% | -16.9% | -2.9% |
| All | +172.4% | +161.9% | +10.5% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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