+886.6%
AMAT vs MGY
+153.6%
+733.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -4.2% | +15.6% | +12.5% |
| 7D | -1.1% | -9.5% | +8.4% | +1.5% |
| 30D | -26.9% | -5.9% | -21.0% | -25.9% |
| 3M | -31.2% | -9.0% | -22.2% | -30.0% |
| 6M | -14.7% | -17.4% | +2.7% | -11.4% |
| YTD | +44.7% | +5.6% | +39.1% | +37.7% |
| 1Y | +62.0% | +6.0% | +56.0% | +53.6% |
| 3Y | +165.0% | +15.6% | +149.3% | +142.0% |
| 5Y | +147.1% | +20.2% | +126.9% | +115.4% |
| All | +886.6% | +153.6% | +733.1% | +556.8% |
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