+202.4%
COPX vs MTB
+349.5%
-147.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.4% |
| 7D | +5.8% | +2.8% | +3.0% | +4.2% |
| 30D | +7.2% | -4.2% | +11.4% | +9.5% |
| 3M | +16.5% | +7.8% | +8.7% | +11.5% |
| 6M | +18.4% | +14.8% | +3.6% | +9.5% |
| YTD | +31.9% | +20.8% | +11.1% | +18.4% |
| 1Y | +88.5% | +23.1% | +65.4% | +67.2% |
| 3Y | +173.1% | +114.8% | +58.3% | +72.0% |
| 5Y | +193.1% | +103.3% | +89.8% | +79.0% |
| 10Y | +591.7% | +173.0% | +418.7% | +201.6% |
| All | +202.4% | +349.5% | -147.0% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling