+164.7%
COPX vs MDY
+46.3%
+118.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.0% |
| 7D | -2.3% | -1.9% | -0.5% | -0.4% |
| 30D | +0.3% | -4.6% | +4.9% | +5.5% |
| 3M | +6.8% | -1.2% | +8.1% | +8.6% |
| 6M | +7.9% | +9.2% | -1.3% | -0.1% |
| YTD | +23.7% | +13.1% | +10.7% | +11.0% |
| 1Y | +71.5% | +13.0% | +58.5% | +54.1% |
| 3Y | +149.1% | +49.2% | +99.9% | +69.0% |
| All | +164.7% | +46.3% | +118.4% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling