+495.4%
COP vs MXL
+270.5%
+224.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | -0.2% |
| 7D | -0.8% | +15.5% | -16.3% | -2.7% |
| 30D | +15.6% | -11.3% | +26.9% | +16.6% |
| 3M | +14.3% | -16.1% | +30.5% | +12.8% |
| 6M | +17.0% | +323.0% | -306.0% | -15.6% |
| YTD | +47.4% | +281.5% | -234.1% | +7.5% |
| 1Y | +52.4% | +319.3% | -266.9% | +8.3% |
| 3Y | +20.8% | +189.4% | -168.6% | -17.1% |
| 5Y | +191.7% | +26.0% | +165.7% | +119.8% |
| 10Y | +325.1% | +243.5% | +81.6% | +135.2% |
| All | +495.4% | +270.5% | +224.9% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling