+4,288.1%
AMD vs MGY
+168.1%
+4,120.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.8% | +6.5% |
| 7D | +13.1% | +2.6% | +10.5% | +12.4% |
| 30D | -7.0% | -2.0% | -5.0% | -6.7% |
| 3M | +16.6% | -7.8% | +24.4% | +18.0% |
| 6M | +20.5% | -13.9% | +34.4% | +23.1% |
| YTD | +158.2% | +11.6% | +146.6% | +144.4% |
| 1Y | +132.8% | +6.7% | +126.0% | +122.6% |
| 3Y | +366.2% | +20.6% | +345.6% | +331.9% |
| 5Y | +278.7% | +32.4% | +246.3% | +238.3% |
| All | +4,288.1% | +168.1% | +4,120.0% | +4,131.2% |
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