+209.8%
MGY vs ALLE
+107.7%
+102.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.8% | -2.8% | +4.6% | +3.2% |
| 30D | +6.5% | -10.2% | +16.7% | +12.5% |
| 3M | +0.3% | +17.4% | -17.1% | -9.8% |
| 6M | -2.4% | +3.3% | -5.7% | -6.8% |
| YTD | +29.0% | -4.2% | +33.2% | +28.3% |
| 1Y | +17.0% | -10.5% | +27.6% | +20.7% |
| 3Y | +26.2% | +45.4% | -19.2% | -5.5% |
| 5Y | +92.3% | +11.9% | +80.4% | +66.5% |
| All | +209.8% | +107.7% | +102.2% | +100.7% |
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