+43.5%
MLM vs COPX
+171.2%
-127.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.3% |
| 7D | -2.9% | -4.0% | +1.1% | -1.9% |
| 30D | -6.8% | +4.5% | -11.4% | -7.9% |
| 3M | -11.2% | +0.8% | -12.1% | -12.0% |
| 6M | -21.8% | +3.2% | -25.0% | -23.5% |
| YTD | -17.0% | +26.7% | -43.7% | -23.8% |
| 1Y | -16.4% | +85.7% | -102.0% | -31.5% |
| 3Y | +14.5% | +151.2% | -136.7% | -17.5% |
| All | +43.5% | +171.2% | -127.7% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling