+206.7%
MGY vs ALM
+4,444.3%
-4,237.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.8% | -6.5% | +2.0% |
| 7D | -0.9% | +8.4% | -9.3% | -1.2% |
| 30D | +10.1% | +34.8% | -24.7% | +8.9% |
| 3M | -1.5% | +16.2% | -17.7% | -2.3% |
| 6M | -4.9% | +2.1% | -7.1% | -5.9% |
| YTD | +27.7% | +117.0% | -89.3% | +21.9% |
| 1Y | +20.1% | +313.9% | -293.8% | +10.7% |
| 3Y | +24.9% | +2,327.9% | -2,303.1% | +1.0% |
| 5Y | +91.6% | +1,040.6% | -949.1% | +59.4% |
| All | +206.7% | +4,444.3% | -4,237.6% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling