+952.0%
AMAT vs MGY
+168.1%
+783.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.5% | +5.1% |
| 7D | +7.0% | +2.6% | +4.4% | +6.1% |
| 30D | -20.6% | -2.0% | -18.6% | -20.4% |
| 3M | -24.8% | -7.8% | -16.9% | -23.5% |
| 6M | -10.7% | -13.9% | +3.2% | -8.3% |
| YTD | +54.3% | +11.6% | +42.7% | +44.6% |
| 1Y | +73.7% | +6.7% | +67.0% | +64.8% |
| 3Y | +168.4% | +20.6% | +147.8% | +142.3% |
| 5Y | +167.6% | +32.4% | +135.2% | +127.2% |
| All | +952.0% | +168.1% | +783.9% | +589.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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