-5.1%
COF vs MGY
+8.9%
-14.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -2.2% |
| 7D | +0.7% | -12.1% | +12.8% | -1.8% |
| 30D | +5.7% | -2.6% | +8.3% | +5.2% |
| 3M | -6.7% | -4.2% | -2.5% | -6.8% |
| 6M | +9.5% | -23.9% | +33.4% | +5.0% |
| YTD | -13.9% | +8.8% | -22.7% | -19.6% |
| 1Y | -5.1% | +9.5% | -14.5% | -12.0% |
| All | -5.1% | +8.9% | -14.0% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling