+343.9%
COR vs MGY
+210.4%
+133.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.8% | +3.5% | -6.4% | -3.2% |
| 30D | +2.6% | +5.3% | -2.7% | +1.9% |
| 3M | +14.5% | +2.6% | +11.8% | +13.9% |
| 6M | -7.8% | -3.3% | -4.5% | -7.7% |
| YTD | -4.2% | +29.2% | -33.4% | -7.3% |
| 1Y | +7.0% | +18.0% | -11.0% | +4.5% |
| 3Y | +85.5% | +30.0% | +55.5% | +76.1% |
| 5Y | +181.2% | +92.7% | +88.5% | +145.6% |
| All | +343.9% | +210.4% | +133.5% | +248.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling