+20.4%
MCD vs COPX
+186.1%
-165.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.2% |
| 7D | -2.0% | +5.8% | -7.8% | -2.3% |
| 30D | -6.1% | +7.2% | -13.4% | -6.5% |
| 3M | -7.3% | +16.5% | -23.8% | -8.1% |
| 6M | -20.9% | +18.4% | -39.4% | -22.0% |
| YTD | -14.7% | +31.9% | -46.6% | -16.6% |
| 1Y | -16.1% | +88.5% | -104.6% | -20.3% |
| 3Y | -1.5% | +173.1% | -174.6% | -10.3% |
| 5Y | +20.4% | +193.1% | -172.7% | +8.7% |
| All | +20.4% | +186.1% | -165.6% | +8.7% |
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