+593.1%
MA vs COPX
+307.7%
+285.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.1% |
| 7D | +1.3% | -2.8% | +4.1% | +2.1% |
| 30D | +9.6% | -14.3% | +23.9% | +14.5% |
| 3M | +16.8% | -19.0% | +35.8% | +23.5% |
| 6M | +35.2% | -24.4% | +59.6% | +43.9% |
| YTD | +16.6% | -3.2% | +19.8% | +10.8% |
| 1Y | +19.8% | +15.2% | +4.6% | +6.5% |
| 3Y | +70.7% | +127.6% | -56.9% | +9.3% |
| 5Y | +87.4% | +106.0% | -18.6% | +20.5% |
| All | +593.1% | +307.7% | +285.4% | +173.2% |
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