+206.2%
MLM vs COPX
+592.9%
-386.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -2.0% |
| 7D | +1.4% | +5.8% | -4.4% | -0.6% |
| 30D | -6.5% | +7.2% | -13.7% | -9.0% |
| 3M | -7.4% | +16.5% | -23.9% | -13.1% |
| 6M | -15.8% | +18.4% | -34.3% | -22.4% |
| YTD | -17.4% | +31.9% | -49.3% | -27.8% |
| 1Y | -17.9% | +88.5% | -106.4% | -37.9% |
| 3Y | +18.9% | +173.1% | -154.2% | -26.1% |
| 5Y | +43.4% | +193.1% | -149.7% | -17.0% |
| 10Y | +206.2% | +591.7% | -385.5% | +0.3% |
| All | +206.2% | +592.9% | -386.7% | +0.3% |
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 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