+346.3%
COR vs MGY
+210.8%
+135.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | -3.9% | +1.5% | -5.4% | -4.0% |
| 30D | -0.3% | +6.8% | -7.2% | -1.1% |
| 3M | +15.9% | +2.6% | +13.3% | +15.3% |
| 6M | -10.3% | -3.1% | -7.1% | -10.1% |
| YTD | -3.7% | +29.4% | -33.1% | -6.8% |
| 1Y | +9.1% | +22.3% | -13.2% | +6.1% |
| 3Y | +86.6% | +26.6% | +60.0% | +77.7% |
| 5Y | +180.9% | +92.1% | +88.8% | +145.4% |
| All | +346.3% | +210.8% | +135.4% | +250.7% |
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 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