+202.4%
COPX vs MDY
+461.3%
-258.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.9% |
| 7D | +5.8% | +1.0% | +4.7% | +4.5% |
| 30D | +7.2% | -3.1% | +10.3% | +11.3% |
| 3M | +16.5% | +1.8% | +14.7% | +14.5% |
| 6M | +18.4% | +10.8% | +7.7% | +6.7% |
| YTD | +31.9% | +14.4% | +17.5% | +14.7% |
| 1Y | +88.5% | +15.2% | +73.3% | +62.7% |
| 3Y | +173.1% | +51.2% | +121.9% | +69.9% |
| 5Y | +193.1% | +47.2% | +145.9% | +86.0% |
| 10Y | +591.7% | +171.1% | +420.6% | +100.6% |
| All | +202.4% | +461.3% | -258.9% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling