+210.4%
MGY vs AME
+323.2%
-112.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -2.0% |
| 7D | +3.5% | +1.7% | +1.8% | +2.3% |
| 30D | +5.3% | -6.4% | +11.7% | +9.8% |
| 3M | +2.6% | +7.1% | -4.4% | -3.3% |
| 6M | -3.3% | +8.2% | -11.5% | -11.3% |
| YTD | +29.2% | +18.2% | +11.0% | +10.4% |
| 1Y | +18.0% | +26.7% | -8.7% | -5.2% |
| 3Y | +30.0% | +60.7% | -30.7% | -15.6% |
| 5Y | +92.7% | +91.6% | +1.1% | +6.0% |
| All | +210.4% | +323.2% | -112.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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