+176.7%
MGY vs ALLE
+164.5%
+12.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | +4.5% | +3.6% | +1.0% | +2.6% |
| 30D | -0.4% | +25.9% | -26.3% | -12.4% |
| 3M | -4.3% | +15.8% | -20.1% | -12.3% |
| 6M | -12.9% | +48.1% | -60.9% | -31.4% |
| YTD | +15.2% | +22.0% | -6.8% | 0.0% |
| 1Y | +10.3% | +18.0% | -7.7% | -2.4% |
| 3Y | +23.6% | +93.1% | -69.5% | -20.9% |
| 5Y | +35.7% | +52.1% | -16.3% | -1.9% |
| All | +176.7% | +164.5% | +12.2% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling