+102.7%
MO vs COPX
+163.4%
-60.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -2.3% | +2.5% | +0.2% |
| 30D | +7.1% | +0.3% | +6.9% | +7.1% |
| 3M | -2.0% | +6.8% | -8.8% | -2.1% |
| 6M | +7.3% | +7.9% | -0.6% | +6.8% |
| YTD | +23.5% | +23.7% | -0.3% | +21.1% |
| 1Y | +11.0% | +71.5% | -60.5% | +5.7% |
| 3Y | +95.0% | +149.1% | -54.1% | +74.7% |
| All | +102.7% | +163.4% | -60.7% | +77.8% |
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 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