+29.8%
MGY vs COO
-38.4%
+68.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.7% | +14.3% | +1.8% |
| 7D | +1.8% | -23.3% | +25.1% | +5.7% |
| 30D | +6.5% | -29.5% | +36.0% | +12.1% |
| 3M | +0.3% | -20.0% | +20.3% | +3.2% |
| 6M | -2.4% | -27.2% | +24.8% | +2.3% |
| YTD | +29.0% | -33.9% | +62.9% | +38.1% |
| 1Y | +17.0% | -19.9% | +37.0% | +19.5% |
| All | +29.8% | -38.4% | +68.2% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling