+199.8%
MGY vs ALLE
+115.7%
+84.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.0% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +13.8% | -6.8% | +20.6% | +17.9% |
| 3M | -4.3% | +21.0% | -25.3% | -15.3% |
| 6M | -5.1% | +1.1% | -6.2% | -7.9% |
| YTD | +24.8% | -0.5% | +25.3% | +21.8% |
| 1Y | +11.8% | -7.3% | +19.1% | +13.2% |
| 3Y | +23.5% | +42.3% | -18.7% | -5.9% |
| 5Y | +87.5% | +13.5% | +74.0% | +61.9% |
| All | +199.8% | +115.7% | +84.1% | +90.4% |
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 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