-1.6%
MDLN vs COPX
+10.2%
-11.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +4.0% | +14.4% | +18.3% |
| 7D | +24.7% | -3.0% | +27.6% | +24.4% |
| 30D | +12.7% | -13.6% | +26.3% | +12.4% |
| 3M | -4.0% | -11.2% | +7.2% | -3.9% |
| 6M | -8.7% | -2.4% | -6.3% | -8.5% |
| YTD | -3.9% | +4.2% | -8.1% | -4.8% |
| All | -1.6% | +10.2% | -11.8% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling