+34.1%
COP vs MXL
+237.7%
-203.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +1.7% |
| 7D | +4.4% | +13.4% | -9.0% | +4.1% |
| 30D | 0.0% | -29.2% | +29.2% | +0.5% |
| 3M | +15.0% | -27.2% | +42.3% | +15.1% |
| 6M | +22.0% | -36.4% | +58.4% | +21.6% |
| YTD | +55.3% | +220.0% | -164.7% | +37.5% |
| 1Y | +64.1% | +304.8% | -240.7% | +41.9% |
| 3Y | +34.1% | +238.5% | -204.4% | +7.7% |
| All | +34.1% | +237.7% | -203.6% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling