+210.4%
MGY vs COO
-10.4%
+220.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +3.5% | -22.5% | +26.1% | +13.2% |
| 30D | +5.3% | -29.7% | +35.0% | +19.4% |
| 3M | +2.6% | -20.1% | +22.8% | +10.3% |
| 6M | -3.3% | -26.9% | +23.6% | +6.8% |
| YTD | +29.2% | -34.2% | +63.4% | +48.9% |
| 1Y | +18.0% | -21.3% | +39.3% | +25.2% |
| 3Y | +30.0% | -38.7% | +68.7% | +47.0% |
| 5Y | +92.7% | -52.2% | +144.9% | +141.7% |
| All | +210.4% | -10.4% | +220.8% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling