+23.4%
MCD vs COPX
+127.6%
-104.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -1.9% | -1.5% | -0.4% | -1.9% |
| 30D | +16.6% | -14.0% | +30.6% | +17.5% |
| 3M | +0.9% | -17.1% | +18.1% | +1.8% |
| 6M | +1.5% | -15.9% | +17.4% | +2.1% |
| YTD | -8.3% | +2.6% | -10.9% | -9.4% |
| 1Y | -8.1% | +21.6% | -29.7% | -10.4% |
| 3Y | +10.3% | +142.7% | -132.4% | -0.4% |
| 5Y | +23.4% | +122.2% | -98.8% | +11.9% |
| All | +23.4% | +127.6% | -104.2% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling