+9.3%
MCO vs COPX
+31.7%
-22.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +4.8% |
| 7D | +10.7% | -3.0% | +13.7% | +10.7% |
| 30D | +17.9% | -13.6% | +31.5% | +18.4% |
| 3M | +9.5% | -11.2% | +20.7% | +9.9% |
| 6M | +18.1% | -2.4% | +20.4% | +17.9% |
| YTD | +4.1% | +4.2% | -0.1% | +0.5% |
| 1Y | +9.3% | +32.2% | -22.8% | +2.7% |
| All | +9.3% | +31.7% | -22.4% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling