+444.5%
CORZ vs MGY
+46.3%
+398.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.4% | +3.9% |
| 7D | +16.6% | -0.9% | +17.5% | +16.9% |
| 30D | -10.9% | +10.1% | -21.0% | -13.9% |
| 3M | -31.0% | -1.5% | -29.5% | -31.0% |
| 6M | +26.0% | -4.9% | +31.0% | +25.5% |
| YTD | +28.6% | +27.7% | +1.0% | +8.7% |
| 1Y | +34.5% | +20.1% | +14.4% | +16.2% |
| All | +444.5% | +46.3% | +398.1% | +442.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling