+9.7%
MCD vs COPX
+142.4%
-132.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.6% |
| 7D | -1.9% | -1.5% | -0.4% | -1.9% |
| 30D | +16.6% | -14.0% | +30.6% | +17.0% |
| 3M | +0.9% | -17.1% | +18.1% | +1.3% |
| 6M | +1.5% | -15.9% | +17.4% | +1.8% |
| YTD | -8.3% | +2.6% | -10.9% | -9.0% |
| 1Y | -8.1% | +21.6% | -29.7% | -9.5% |
| All | +9.7% | +142.4% | -132.6% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling