+179.3%
COR vs MGY
+88.8%
+90.5%
-32.4%
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% | +0.2% |
| 7D | -2.8% | +3.5% | -6.4% | -3.1% |
| 30D | +2.6% | +5.3% | -2.7% | +2.2% |
| 3M | +14.5% | +2.6% | +11.8% | +14.2% |
| 6M | -7.8% | -3.3% | -4.5% | -7.6% |
| YTD | -4.2% | +29.2% | -33.4% | -5.6% |
| 1Y | +7.0% | +18.0% | -11.0% | +5.9% |
| 3Y | +85.5% | +30.0% | +55.5% | +80.2% |
| All | +179.3% | +88.8% | +90.5% | +156.5% |
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