+1,065.8%
MDB vs COPX
+308.5%
+757.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.0% | +11.3% | +7.7% |
| 7D | -2.8% | -2.9% | +0.1% | -1.8% |
| 30D | -14.9% | 0.0% | -14.9% | -15.6% |
| 3M | +7.3% | +14.8% | -7.5% | -1.6% |
| 6M | +38.2% | +7.0% | +31.1% | +29.1% |
| YTD | -10.9% | +23.8% | -34.8% | -24.2% |
| 1Y | +11.6% | +75.7% | -64.1% | -22.0% |
| 3Y | -0.9% | +156.4% | -157.3% | -45.9% |
| 5Y | -23.5% | +167.6% | -191.1% | -58.9% |
| All | +1,065.8% | +308.5% | +757.3% | +319.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling