+127.6%
COPX vs MTB
+106.3%
+21.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -2.8% | +1.5% | -4.4% | -3.3% |
| 30D | -14.3% | +2.3% | -16.7% | -15.0% |
| 3M | -19.0% | -12.1% | -6.9% | -15.5% |
| 6M | -24.4% | +9.8% | -34.2% | -27.3% |
| YTD | -3.2% | +12.0% | -15.2% | -7.8% |
| 1Y | +15.2% | +22.0% | -6.9% | +6.7% |
| 3Y | +127.6% | +107.6% | +20.0% | +59.3% |
| All | +127.6% | +106.3% | +21.4% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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