+276.0%
MET vs COPX
+198.0%
+78.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -4.0% |
| 7D | +1.1% | +5.8% | -4.6% | -1.4% |
| 30D | -2.3% | +7.2% | -9.5% | -5.6% |
| 3M | +13.9% | +16.5% | -2.6% | +4.7% |
| 6M | +34.8% | +18.4% | +16.4% | +20.4% |
| YTD | +23.5% | +31.9% | -8.4% | +2.9% |
| 1Y | +23.4% | +88.5% | -65.1% | -14.2% |
| 3Y | +64.9% | +173.1% | -108.2% | -9.3% |
| 5Y | +82.0% | +193.1% | -111.1% | -8.5% |
| 10Y | +244.4% | +591.7% | -347.3% | -0.1% |
| All | +276.0% | +198.0% | +78.0% | +58.2% |
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