Margo is the oldest of the three orphan girls that Gru adopts. Before she was adopted, she was an orphan horribly treated by Miss Hattie. She, like her younger sisters, wished to be adopted by somebody who would love them. She is very disapproving of Edith's mischief, shown where Edith jumps in puddles which gets her and Agnes wet, and also when she breaks a vial of acid in Gru's kitchen.
She does join in with Edith's antics if it's against someone she doesn't like. She finds it very endearing when Agnes says innocent childlike things (although she does display mild irritation at Agnes' fixation with unicorns), the total opposite of Edith, who finds it irritating.