+34.2%
MGY vs ALLE
+51.6%
-17.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | +4.5% | +3.6% | +1.0% | +3.4% |
| 30D | -0.4% | +25.9% | -26.3% | -7.9% |
| 3M | -4.3% | +15.8% | -20.1% | -9.2% |
| 6M | -12.9% | +48.1% | -60.9% | -25.2% |
| YTD | +15.2% | +22.0% | -6.8% | +6.5% |
| 1Y | +10.3% | +18.0% | -7.7% | +3.4% |
| 3Y | +23.6% | +93.1% | -69.5% | -8.2% |
| All | +34.2% | +51.6% | -17.4% | +14.7% |
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 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