+2,318.7%
MA vs COPX
+186.2%
+2,132.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.7% | -4.0% | +1.3% | -1.4% |
| 30D | +1.5% | +4.5% | -3.0% | -0.1% |
| 3M | +20.4% | +0.8% | +19.6% | +18.5% |
| 6M | +11.1% | +3.2% | +8.0% | +6.9% |
| YTD | +2.0% | +26.7% | -24.8% | -10.0% |
| 1Y | -2.2% | +85.7% | -87.8% | -25.2% |
| 3Y | +41.9% | +151.2% | -109.3% | -7.2% |
| 5Y | +75.4% | +170.0% | -94.6% | +7.9% |
| 10Y | +527.5% | +572.9% | -45.4% | +150.3% |
| All | +2,318.7% | +186.2% | +2,132.5% | +1,153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling