+468.9%
MCD vs COPX
+186.2%
+282.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.8% | -4.0% | +1.2% | -2.2% |
| 30D | -6.0% | +4.5% | -10.6% | -6.8% |
| 3M | -5.6% | +0.8% | -6.4% | -6.3% |
| 6M | -21.9% | +3.2% | -25.0% | -23.2% |
| YTD | -14.7% | +26.7% | -41.4% | -19.4% |
| 1Y | -17.3% | +85.7% | -102.9% | -27.2% |
| 3Y | -2.2% | +151.2% | -153.3% | -20.2% |
| 5Y | +20.3% | +170.0% | -149.7% | -5.6% |
| 10Y | +180.7% | +572.9% | -392.2% | +71.3% |
| All | +468.9% | +186.2% | +282.6% | +280.1% |
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 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