+107.7%
COST vs MGY
+88.8%
+18.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.2% | +3.5% | -4.7% | -1.5% |
| 30D | -4.7% | +5.3% | -10.0% | -5.2% |
| 3M | -7.1% | +2.6% | -9.8% | -7.5% |
| 6M | -8.5% | -3.3% | -5.3% | -8.5% |
| YTD | +5.4% | +29.2% | -23.8% | +2.8% |
| 1Y | -5.6% | +18.0% | -23.7% | -7.4% |
| 3Y | +68.5% | +30.0% | +38.5% | +61.9% |
| All | +107.7% | +88.8% | +18.9% | +100.5% |
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