+321.0%
MMM vs COPX
+118.6%
+202.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.2% |
| 7D | -0.4% | -2.8% | +2.4% | +0.4% |
| 30D | +12.1% | -14.3% | +26.5% | +17.1% |
| 3M | +1.4% | -19.0% | +20.5% | +7.2% |
| 6M | +26.6% | -24.4% | +51.0% | +35.0% |
| YTD | +16.8% | -3.2% | +20.1% | +13.8% |
| 1Y | +10.1% | +15.2% | -5.1% | +1.4% |
| 3Y | +158.4% | +127.6% | +30.8% | +86.4% |
| 5Y | +43.1% | +106.0% | -62.9% | +3.8% |
| 10Y | +74.2% | +313.7% | -239.6% | -7.3% |
| All | +321.0% | +118.6% | +202.4% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling