+2,020.8%
MCO vs COPX
+179.5%
+1,841.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.8% | -2.3% | -1.4% | -3.1% |
| 30D | -0.4% | +0.3% | -0.7% | -0.8% |
| 3M | +7.7% | +6.8% | +0.9% | +4.1% |
| 6M | +7.0% | +7.9% | -1.0% | +1.0% |
| YTD | -6.4% | +23.7% | -30.1% | -17.5% |
| 1Y | -7.6% | +71.5% | -79.2% | -29.0% |
| 3Y | +43.2% | +149.1% | -105.9% | -8.8% |
| 5Y | +29.6% | +167.3% | -137.8% | -22.6% |
| 10Y | +389.2% | +568.5% | -179.3% | +77.0% |
| All | +2,020.8% | +179.5% | +1,841.3% | +835.3% |
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