+315.0%
COP vs MGY
+210.8%
+104.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.3% |
| 7D | -0.5% | +1.5% | -2.0% | -1.4% |
| 30D | +11.7% | +6.8% | +4.9% | +7.2% |
| 3M | +17.7% | +2.6% | +15.1% | +15.3% |
| 6M | +18.3% | -3.1% | +21.4% | +20.0% |
| YTD | +49.1% | +29.4% | +19.7% | +26.6% |
| 1Y | +53.3% | +22.3% | +31.0% | +34.6% |
| 3Y | +22.2% | +26.6% | -4.4% | +3.5% |
| 5Y | +193.3% | +92.1% | +101.2% | +87.2% |
| All | +315.0% | +210.8% | +104.1% | +70.6% |
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