+95.0%
MO vs COPX
+149.4%
-54.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -2.3% | +2.5% | 0.0% |
| 30D | +7.1% | +0.3% | +6.9% | +7.2% |
| 3M | -2.0% | +6.8% | -8.8% | -1.2% |
| 6M | +7.3% | +7.9% | -0.6% | +8.2% |
| YTD | +23.5% | +23.7% | -0.3% | +24.3% |
| 1Y | +11.0% | +71.5% | -60.5% | +11.5% |
| 3Y | +95.0% | +149.1% | -54.1% | +86.0% |
| All | +95.0% | +149.4% | -54.4% | +86.0% |
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