-17.3%
MCD vs COPX
+84.7%
-102.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.8% | -4.0% | +1.2% | -2.9% |
| 30D | -6.0% | +4.5% | -10.6% | -6.0% |
| 3M | -5.6% | +0.8% | -6.4% | -5.4% |
| 6M | -21.9% | +3.2% | -25.0% | -22.1% |
| YTD | -14.7% | +26.7% | -41.4% | -14.0% |
| 1Y | -17.3% | +85.7% | -102.9% | -16.8% |
| All | -17.3% | +84.7% | -102.0% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling