+184.8%
COP vs MGY
+88.8%
+96.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.3% | +3.5% | -1.2% | 0.0% |
| 30D | +8.6% | +5.3% | +3.3% | +4.9% |
| 3M | +19.9% | +2.6% | +17.2% | +17.1% |
| 6M | +19.0% | -3.3% | +22.3% | +20.9% |
| YTD | +50.0% | +29.2% | +20.7% | +25.8% |
| 1Y | +50.5% | +18.0% | +32.5% | +33.8% |
| 3Y | +25.2% | +30.0% | -4.8% | +2.7% |
| All | +184.8% | +88.8% | +96.0% | +93.7% |
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