+149.3%
COPX vs MKC
-31.7%
+181.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.7% | -6.3% | -6.9% |
| 7D | -2.9% | -2.8% | -0.1% | -2.6% |
| 30D | 0.0% | -3.4% | +3.4% | +0.3% |
| 3M | +14.8% | +3.8% | +11.0% | +13.9% |
| 6M | +7.0% | -17.9% | +25.0% | +11.9% |
| YTD | +23.8% | -23.6% | +47.5% | +31.6% |
| 1Y | +75.7% | -23.1% | +98.8% | +85.9% |
| All | +149.3% | -31.7% | +181.0% | +174.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling