+7.0%
COPX vs MTCH
+35.9%
-28.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.9% | -7.9% | -7.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | 0.0% | +13.6% | -13.6% | -1.3% |
| 3M | +14.8% | +22.4% | -7.6% | +8.7% |
| 6M | +7.0% | +37.2% | -30.1% | -0.5% |
| All | +7.0% | +35.9% | -28.8% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling