+17.0%
MGY vs ALLE
-10.4%
+27.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.4% |
| 7D | +1.8% | -2.8% | +4.6% | +1.5% |
| 30D | +6.5% | -10.2% | +16.7% | +5.2% |
| 3M | +0.3% | +17.4% | -17.1% | +0.4% |
| 6M | -2.4% | +3.3% | -5.7% | -0.5% |
| YTD | +29.0% | -4.2% | +33.2% | +35.0% |
| 1Y | +17.0% | -10.5% | +27.6% | +22.4% |
| All | +17.0% | -10.4% | +27.4% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling