+66.8%
MET vs COPX
+149.6%
-82.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +2.4% |
| 7D | -2.5% | -2.9% | +0.4% | -2.1% |
| 30D | 0.0% | 0.0% | 0.0% | -0.2% |
| 3M | +13.1% | +14.8% | -1.7% | +9.4% |
| 6M | +39.0% | +7.0% | +31.9% | +35.1% |
| YTD | +25.2% | +23.8% | +1.3% | +15.8% |
| 1Y | +25.6% | +75.7% | -50.1% | +5.0% |
| All | +66.8% | +149.6% | -82.7% | +22.8% |
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 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