-24.5%
MDB vs COPX
+193.3%
-217.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.2% |
| 7D | -4.5% | +6.0% | -10.5% | -7.5% |
| 30D | -14.0% | +6.4% | -20.4% | -17.2% |
| 3M | +5.3% | +19.3% | -14.0% | -5.6% |
| 6M | +31.9% | +16.2% | +15.6% | +17.8% |
| YTD | -14.6% | +33.2% | -47.8% | -31.4% |
| 1Y | +8.2% | +90.2% | -82.0% | -31.3% |
| 3Y | -5.0% | +175.7% | -180.7% | -56.3% |
| 5Y | -24.5% | +193.1% | -217.7% | -64.8% |
| All | -24.5% | +193.3% | -217.8% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling