+503.0%
MA vs COPX
+583.8%
-80.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.7% | -2.3% | +0.6% | -1.2% |
| 30D | +1.7% | +0.3% | +1.4% | +1.3% |
| 3M | +17.2% | +6.8% | +10.4% | +13.6% |
| 6M | +13.3% | +7.9% | +5.4% | +7.4% |
| YTD | +0.2% | +23.7% | -23.5% | -11.1% |
| 1Y | -2.7% | +71.5% | -74.3% | -24.1% |
| 3Y | +39.1% | +149.1% | -110.0% | -10.8% |
| 5Y | +68.8% | +167.3% | -98.6% | +0.8% |
| All | +503.0% | +583.8% | -80.8% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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