+177.5%
MCD vs COPX
+584.4%
-406.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | +1.0% |
| 7D | -2.5% | -2.9% | +0.4% | -2.1% |
| 30D | -7.0% | 0.0% | -7.1% | -7.2% |
| 3M | -9.8% | +14.8% | -24.6% | -12.3% |
| 6M | -21.8% | +7.0% | -28.8% | -23.7% |
| YTD | -15.6% | +23.8% | -39.4% | -20.3% |
| 1Y | -15.2% | +75.7% | -90.9% | -25.5% |
| 3Y | -2.6% | +156.4% | -159.0% | -23.0% |
| 5Y | +18.9% | +167.6% | -148.7% | -9.9% |
| All | +177.5% | +584.4% | -406.9% | +43.1% |
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