+81.6%
KO vs MGY
+88.4%
-6.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.1% | +1.8% | -2.9% | -1.2% |
| 30D | +1.6% | +6.5% | -4.9% | +1.3% |
| 3M | +5.8% | +0.3% | +5.4% | +5.7% |
| 6M | +14.3% | -2.4% | +16.7% | +14.2% |
| YTD | +27.3% | +29.0% | -1.7% | +25.7% |
| 1Y | +33.2% | +17.0% | +16.1% | +31.9% |
| 3Y | +64.5% | +26.2% | +38.3% | +61.2% |
| All | +81.6% | +88.4% | -6.8% | +71.9% |
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 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