+199.8%
COF vs MGY
+210.4%
-10.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | +3.5% | -8.7% | -6.4% |
| 30D | -6.0% | +5.3% | -11.3% | -8.1% |
| 3M | +14.8% | +2.6% | +12.2% | +12.3% |
| 6M | +15.3% | -3.3% | +18.6% | +13.9% |
| YTD | -13.0% | +29.2% | -42.3% | -23.9% |
| 1Y | -5.7% | +18.0% | -23.7% | -14.8% |
| 3Y | +118.1% | +30.0% | +88.1% | +86.1% |
| 5Y | +46.2% | +92.7% | -46.4% | -1.2% |
| All | +199.8% | +210.4% | -10.6% | +33.3% |
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