+43.2%
MCO vs COPX
+149.4%
-106.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.8% | -2.3% | -1.4% | -3.5% |
| 30D | -0.4% | +0.3% | -0.7% | -0.5% |
| 3M | +7.7% | +6.8% | +0.9% | +6.4% |
| 6M | +7.0% | +7.9% | -1.0% | +4.8% |
| YTD | -6.4% | +23.7% | -30.1% | -12.0% |
| 1Y | -7.6% | +71.5% | -79.2% | -20.1% |
| 3Y | +43.2% | +149.1% | -105.9% | +6.9% |
| All | +43.2% | +149.4% | -106.1% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling