+92.3%
MGY vs ALM
+856.4%
-764.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.3% | -0.1% |
| 7D | +1.8% | -7.1% | +8.9% | +2.0% |
| 30D | +6.5% | +24.7% | -18.2% | +5.9% |
| 3M | +0.3% | +8.3% | -8.0% | -0.1% |
| 6M | -2.4% | -22.2% | +19.8% | -2.1% |
| YTD | +29.0% | +88.1% | -59.1% | +24.6% |
| 1Y | +17.0% | +272.4% | -255.3% | +9.5% |
| 3Y | +26.2% | +2,004.1% | -1,978.0% | +1.4% |
| 5Y | +92.3% | +915.8% | -823.5% | +65.8% |
| All | +92.3% | +856.4% | -764.1% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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