+565.2%
COPX vs MTCH
+208.0%
+357.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -2.3% | +1.3% | -3.6% | -2.7% |
| 30D | +0.3% | +15.9% | -15.6% | -3.2% |
| 3M | +6.8% | +23.3% | -16.5% | +1.3% |
| 6M | +7.9% | +40.1% | -32.2% | -0.7% |
| YTD | +23.7% | +33.6% | -9.9% | +14.6% |
| 1Y | +71.5% | +14.1% | +57.5% | +64.5% |
| 3Y | +149.1% | +1.4% | +147.7% | +138.5% |
| 5Y | +167.3% | -73.1% | +240.5% | +227.4% |
| All | +565.2% | +208.0% | +357.2% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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