-11.6%
MDB vs COPX
+128.6%
-140.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.7% |
| 7D | +6.8% | -2.8% | +9.7% | +7.9% |
| 30D | -6.2% | -14.3% | +8.1% | -0.6% |
| 3M | -29.2% | -19.0% | -10.2% | -23.9% |
| 6M | +10.3% | -24.4% | +34.7% | +20.9% |
| YTD | -20.4% | -3.2% | -17.1% | -23.1% |
| 1Y | -4.8% | +15.2% | -20.0% | -15.5% |
| 3Y | -11.6% | +127.6% | -139.2% | -46.3% |
| All | -11.6% | +128.6% | -140.1% | -46.3% |
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 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