+9.2%
MGY vs ALLE
+14.3%
-5.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.5% |
| 7D | +3.5% | +1.6% | +2.0% | +3.8% |
| 30D | -3.0% | +24.1% | -27.1% | -0.3% |
| 3M | -7.6% | +14.8% | -22.4% | -5.9% |
| 6M | -14.4% | +45.9% | -60.2% | -11.7% |
| YTD | +13.4% | +20.7% | -7.3% | +22.2% |
| 1Y | +9.2% | +14.2% | -5.0% | +18.7% |
| All | +9.2% | +14.3% | -5.2% | +18.7% |
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 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