+192.5%
AMGN vs MGY
+209.8%
-17.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -13.9% | +1.8% | -15.7% | -14.0% |
| 30D | -7.1% | +6.5% | -13.6% | -7.7% |
| 3M | +13.9% | +0.3% | +13.6% | +13.7% |
| 6M | +3.2% | -2.4% | +5.6% | +3.1% |
| YTD | +19.2% | +29.0% | -9.7% | +16.0% |
| 1Y | +41.1% | +17.0% | +24.1% | +38.4% |
| 3Y | +61.3% | +26.2% | +35.1% | +55.9% |
| 5Y | +109.1% | +92.3% | +16.7% | +90.0% |
| All | +192.5% | +209.8% | -17.4% | +154.8% |
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