+3,896.8%
AMD vs MGY
+209.8%
+3,687.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.3% |
| 7D | +10.4% | +1.8% | +8.6% | +10.0% |
| 30D | +6.2% | +6.5% | -0.3% | +4.6% |
| 3M | +11.3% | +0.3% | +11.0% | +10.6% |
| 6M | +147.8% | -2.4% | +150.2% | +145.3% |
| YTD | +135.2% | +29.0% | +106.2% | +116.6% |
| 1Y | +215.7% | +17.0% | +198.6% | +197.3% |
| 3Y | +374.7% | +26.2% | +348.5% | +335.9% |
| 5Y | +378.7% | +92.3% | +286.4% | +299.2% |
| All | +3,896.8% | +209.8% | +3,687.0% | +3,649.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling