+48.5%
AMZN vs MGY
+88.8%
-40.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -0.7% | +3.5% | -4.2% | -1.3% |
| 30D | -3.9% | +5.3% | -9.2% | -4.9% |
| 3M | +6.3% | +2.6% | +3.7% | +5.4% |
| 6M | +20.8% | -3.3% | +24.0% | +20.3% |
| YTD | +11.2% | +29.2% | -18.0% | +3.9% |
| 1Y | +11.7% | +18.0% | -6.4% | +6.1% |
| 3Y | +79.4% | +30.0% | +49.4% | +64.7% |
| All | +48.5% | +88.8% | -40.2% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling