+336.7%
COP vs MXL
+161.9%
+174.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +2.2% |
| 7D | +4.4% | +13.4% | -9.0% | +2.7% |
| 30D | 0.0% | -29.2% | +29.2% | +2.9% |
| 3M | +15.0% | -27.2% | +42.3% | +16.2% |
| 6M | +22.0% | -36.4% | +58.4% | +21.2% |
| YTD | +55.3% | +220.0% | -164.7% | +10.9% |
| 1Y | +64.1% | +304.8% | -240.7% | +11.7% |
| 3Y | +34.1% | +238.5% | -204.4% | -17.0% |
| 5Y | +133.4% | -18.8% | +152.1% | +89.2% |
| All | +336.7% | +161.9% | +174.8% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling