+205.9%
MCD vs COPX
+322.8%
-116.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -1.9% | -1.5% | -0.4% | -1.7% |
| 30D | +16.6% | -14.0% | +30.6% | +19.2% |
| 3M | +0.9% | -17.1% | +18.1% | +3.6% |
| 6M | +1.5% | -15.9% | +17.4% | +3.2% |
| YTD | -8.3% | +2.6% | -10.9% | -11.1% |
| 1Y | -8.1% | +21.6% | -29.7% | -13.9% |
| 3Y | +10.3% | +142.7% | -132.4% | -13.1% |
| 5Y | +23.4% | +122.2% | -98.8% | -3.8% |
| 10Y | +205.9% | +338.8% | -132.8% | +67.6% |
| All | +205.9% | +322.8% | -116.8% | +67.6% |
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