+45.3%
MO vs COPX
+31.7%
+13.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +2.0% |
| 7D | +6.9% | -3.0% | +9.8% | +6.4% |
| 30D | +14.9% | -13.6% | +28.6% | +12.6% |
| 3M | +16.4% | -11.2% | +27.7% | +14.6% |
| 6M | +9.6% | -2.4% | +12.0% | +9.5% |
| YTD | +41.8% | +4.2% | +37.6% | +40.9% |
| 1Y | +45.3% | +32.2% | +13.2% | +46.7% |
| All | +45.3% | +31.7% | +13.6% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling