+60.7%
COP vs MXL
+276.5%
-215.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -11.1% | +6.0% | -5.5% |
| 7D | -8.1% | -24.3% | +16.2% | -8.9% |
| 30D | +6.7% | -46.1% | +52.8% | +4.9% |
| 3M | +16.9% | -21.8% | +38.7% | +16.3% |
| 6M | +11.2% | -27.2% | +38.4% | +11.0% |
| YTD | +49.5% | +226.2% | -176.6% | +54.9% |
| 1Y | +60.7% | +297.0% | -236.3% | +64.1% |
| All | +60.7% | +276.5% | -215.8% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling