+92.1%
MGY vs ALLE
+11.9%
+80.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.3% |
| 7D | +1.5% | -2.2% | +3.7% | +2.2% |
| 30D | +6.8% | -8.3% | +15.2% | +9.9% |
| 3M | +2.6% | +16.3% | -13.7% | -4.1% |
| 6M | -3.1% | +1.8% | -4.9% | -5.1% |
| YTD | +29.4% | -3.9% | +33.4% | +29.8% |
| 1Y | +22.3% | -10.0% | +32.3% | +25.8% |
| 3Y | +26.6% | +45.8% | -19.3% | +3.7% |
| 5Y | +92.1% | +13.3% | +78.8% | +87.1% |
| All | +92.1% | +11.9% | +80.2% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling