+64.1%
COP vs MXL
+277.9%
-213.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +1.5% |
| 7D | +4.4% | +13.4% | -9.0% | +4.8% |
| 30D | 0.0% | -29.2% | +29.2% | -0.8% |
| 3M | +15.0% | -27.2% | +42.3% | +14.4% |
| 6M | +22.0% | -36.4% | +58.4% | +21.5% |
| YTD | +55.3% | +220.0% | -164.7% | +60.8% |
| 1Y | +64.1% | +304.8% | -240.7% | +65.4% |
| All | +64.1% | +277.9% | -213.8% | +65.4% |
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