+96.0%
MMM vs COPX
+149.6%
-53.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | +0.6% |
| 7D | -3.2% | -2.9% | -0.3% | -2.7% |
| 30D | -10.7% | 0.0% | -10.7% | -10.9% |
| 3M | +4.3% | +14.8% | -10.5% | +0.4% |
| 6M | +5.9% | +7.0% | -1.1% | +2.6% |
| YTD | +3.2% | +23.8% | -20.7% | -4.8% |
| 1Y | +8.0% | +75.7% | -67.7% | -10.3% |
| All | +96.0% | +149.6% | -53.5% | +39.2% |
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 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