+3,690.2%
AMD vs MGY
+199.8%
+3,490.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.0% |
| 7D | +2.6% | +2.1% | +0.5% | +2.0% |
| 30D | -0.9% | +13.8% | -14.7% | -4.0% |
| 3M | -8.7% | -4.3% | -4.4% | -8.3% |
| 6M | +136.3% | -5.1% | +141.4% | +135.2% |
| YTD | +123.0% | +24.8% | +98.2% | +106.8% |
| 1Y | +195.2% | +11.8% | +183.4% | +181.0% |
| 3Y | +336.3% | +23.5% | +312.8% | +302.4% |
| 5Y | +334.5% | +87.5% | +247.0% | +264.4% |
| All | +3,690.2% | +199.8% | +3,490.5% | +3,480.9% |
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