+50.5%
COP vs MXL
+366.1%
-315.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.3% | +0.3% |
| 7D | +2.3% | +18.9% | -16.6% | +2.6% |
| 30D | +8.6% | +0.3% | +8.3% | +8.7% |
| 3M | +19.9% | -8.0% | +27.9% | +19.9% |
| 6M | +19.0% | +341.2% | -322.2% | +18.3% |
| YTD | +50.0% | +327.8% | -277.9% | +48.3% |
| 1Y | +50.5% | +364.9% | -314.4% | +47.3% |
| All | +50.5% | +366.1% | -315.5% | +47.3% |
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 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