+505.1%
MCD vs COPX
+118.6%
+386.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.2% |
| 7D | -1.6% | -2.8% | +1.2% | -1.2% |
| 30D | +14.1% | -14.3% | +28.5% | +16.7% |
| 3M | +0.6% | -19.0% | +19.7% | +3.6% |
| 6M | 0.0% | -24.4% | +24.4% | +3.4% |
| YTD | -9.3% | -3.2% | -6.0% | -10.9% |
| 1Y | -9.3% | +15.2% | -24.5% | -13.7% |
| 3Y | +8.6% | +127.6% | -119.0% | -10.8% |
| 5Y | +21.9% | +106.0% | -84.1% | -0.2% |
| 10Y | +202.8% | +313.7% | -110.9% | +98.7% |
| All | +505.1% | +118.6% | +386.5% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling