+210.4%
MGY vs COPX
+413.3%
-203.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.5% | -2.3% | +5.9% | +4.6% |
| 30D | +5.3% | +0.3% | +5.0% | +4.6% |
| 3M | +2.6% | +6.8% | -4.2% | -2.9% |
| 6M | -3.3% | +7.9% | -11.2% | -13.1% |
| YTD | +29.2% | +23.7% | +5.5% | +4.1% |
| 1Y | +18.0% | +71.5% | -53.5% | -23.5% |
| 3Y | +30.0% | +149.1% | -119.1% | -37.7% |
| 5Y | +92.7% | +167.3% | -74.7% | -15.0% |
| All | +210.4% | +413.3% | -203.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 all: compounded portfolio wealth divided by compounded COPX 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…
all analysis · Full analysis span regression · 6 months rolling