+15.6%
MLM vs COPX
+128.6%
-112.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | -0.9% | -2.8% | +2.0% | -0.4% |
| 30D | +9.0% | -14.3% | +23.4% | +12.1% |
| 3M | -5.6% | -19.0% | +13.5% | -2.0% |
| 6M | -10.7% | -24.4% | +13.7% | -6.6% |
| YTD | -17.2% | -3.2% | -13.9% | -18.4% |
| 1Y | -14.2% | +15.2% | -29.4% | -18.3% |
| 3Y | +15.6% | +127.6% | -112.0% | -5.0% |
| All | +15.6% | +128.6% | -112.9% | -5.0% |
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