+188.5%
AMGN vs MGY
+210.4%
-21.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | +3.5% | -17.2% | -14.0% |
| 30D | -8.8% | +5.3% | -14.1% | -9.2% |
| 3M | +7.2% | +2.6% | +4.6% | +6.8% |
| 6M | +1.3% | -3.3% | +4.6% | +1.2% |
| YTD | +17.6% | +29.2% | -11.6% | +14.4% |
| 1Y | +37.2% | +18.0% | +19.1% | +34.4% |
| 3Y | +57.7% | +30.0% | +27.7% | +52.1% |
| 5Y | +106.3% | +92.7% | +13.6% | +87.4% |
| All | +188.5% | +210.4% | -21.8% | +151.4% |
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