+181.2%
MLM vs COPX
+384.5%
-203.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.3% |
| 7D | -4.1% | -1.0% | -3.1% | -3.8% |
| 30D | +8.2% | -14.8% | +22.9% | +13.9% |
| 3M | -3.6% | -17.2% | +13.7% | +2.2% |
| 6M | -15.6% | -14.5% | -1.1% | -12.7% |
| YTD | -16.4% | -0.4% | -16.0% | -19.9% |
| 1Y | -14.3% | +21.9% | -36.2% | -24.1% |
| 3Y | +19.3% | +123.7% | -104.4% | -21.5% |
| 5Y | +29.6% | +121.8% | -92.2% | -17.8% |
| All | +181.2% | +384.5% | -203.3% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling