+1,049.8%
MDB vs COPX
+318.0%
+731.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.8% |
| 7D | -17.4% | -4.0% | -13.5% | -15.8% |
| 30D | -2.0% | +4.5% | -6.6% | -4.4% |
| 3M | -3.0% | +0.8% | -3.8% | -4.6% |
| 6M | +48.7% | +3.2% | +45.5% | +41.7% |
| YTD | -12.1% | +26.7% | -38.9% | -25.8% |
| 1Y | +14.5% | +85.7% | -71.2% | -21.9% |
| 3Y | -6.1% | +151.2% | -157.3% | -47.9% |
| 5Y | -27.3% | +170.0% | -197.3% | -61.0% |
| All | +1,049.8% | +318.0% | +731.8% | +311.4% |
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 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