+1,110.7%
AMAT vs MGY
+199.8%
+911.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.7% |
| 7D | -1.5% | +2.1% | -3.6% | -2.2% |
| 30D | -14.8% | +13.8% | -28.6% | -18.0% |
| 3M | -9.3% | -4.3% | -5.0% | -8.8% |
| 6M | +27.4% | -5.1% | +32.5% | +26.9% |
| YTD | +77.6% | +24.8% | +52.8% | +62.3% |
| 1Y | +188.9% | +11.8% | +177.1% | +171.9% |
| 3Y | +202.3% | +23.5% | +178.8% | +172.0% |
| 5Y | +248.9% | +87.5% | +161.4% | +169.2% |
| All | +1,110.7% | +199.8% | +911.0% | +673.9% |
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