+210.4%
MGY vs AMCR
+2.9%
+207.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | +3.5% | -6.3% | +9.8% | +6.8% |
| 30D | +5.3% | -7.8% | +13.1% | +9.3% |
| 3M | +2.6% | +7.5% | -4.9% | -2.3% |
| 6M | -3.3% | +2.7% | -6.0% | -8.0% |
| YTD | +29.2% | +6.0% | +23.2% | +19.6% |
| 1Y | +18.0% | +7.8% | +10.2% | +7.7% |
| 3Y | +30.0% | +5.8% | +24.2% | +16.1% |
| 5Y | +92.7% | -11.6% | +104.3% | +89.4% |
| All | +210.4% | +2.9% | +207.5% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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