-9.1%
MDB vs COPX
+168.3%
-177.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.3% |
| 7D | -4.5% | +6.0% | -10.5% | -6.6% |
| 30D | -14.0% | +6.4% | -20.4% | -16.2% |
| 3M | +5.3% | +19.3% | -14.0% | -2.4% |
| 6M | +31.9% | +16.2% | +15.6% | +22.4% |
| YTD | -14.6% | +33.2% | -47.8% | -26.5% |
| 1Y | +8.2% | +90.2% | -82.0% | -21.8% |
| All | -9.1% | +168.3% | -177.5% | -44.4% |
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