+67.3%
MA vs COPX
+190.5%
-123.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -2.2% |
| 7D | -1.8% | +5.8% | -7.5% | -2.7% |
| 30D | +1.4% | +7.2% | -5.8% | +0.1% |
| 3M | +17.7% | +16.5% | +1.2% | +14.0% |
| 6M | +9.7% | +18.4% | -8.8% | +4.6% |
| YTD | +0.5% | +31.9% | -31.4% | -7.6% |
| 1Y | -2.1% | +88.5% | -90.6% | -18.3% |
| 3Y | +40.1% | +173.1% | -133.0% | +0.9% |
| All | +67.3% | +190.5% | -123.2% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling