+565.2%
COPX vs MKC
+29.9%
+535.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.3% | -1.5% | -0.9% | -2.0% |
| 30D | +0.3% | -3.1% | +3.4% | +0.9% |
| 3M | +6.8% | +5.2% | +1.6% | +4.7% |
| 6M | +7.9% | -12.8% | +20.8% | +11.4% |
| YTD | +23.7% | -23.3% | +47.0% | +32.3% |
| 1Y | +71.5% | -24.1% | +95.6% | +83.4% |
| 3Y | +149.1% | -32.1% | +181.2% | +173.0% |
| 5Y | +167.3% | -32.8% | +200.1% | +189.1% |
| All | +565.2% | +29.9% | +535.4% | +517.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling