+202.4%
COPX vs MKC
+271.9%
-69.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | +5.8% | -4.3% | +10.1% | +7.6% |
| 30D | +7.2% | -2.0% | +9.2% | +7.8% |
| 3M | +16.5% | +10.0% | +6.5% | +10.8% |
| 6M | +18.4% | -18.5% | +37.0% | +27.1% |
| YTD | +31.9% | -22.4% | +54.3% | +44.0% |
| 1Y | +88.5% | -23.6% | +112.1% | +106.0% |
| 3Y | +173.1% | -30.4% | +203.5% | +205.5% |
| 5Y | +193.1% | -34.2% | +227.3% | +227.1% |
| 10Y | +591.7% | +26.8% | +564.9% | +361.7% |
| All | +202.4% | +271.9% | -69.5% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling