+769.7%
MO vs COPX
+200.8%
+568.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.5% |
| 7D | -2.4% | +6.0% | -8.4% | -3.2% |
| 30D | +3.6% | +6.4% | -2.8% | +2.6% |
| 3M | -3.7% | +19.3% | -23.0% | -6.5% |
| 6M | +4.5% | +16.2% | -11.7% | +1.1% |
| YTD | +21.5% | +33.2% | -11.7% | +14.4% |
| 1Y | +9.5% | +90.2% | -80.7% | -3.0% |
| 3Y | +93.6% | +175.7% | -82.1% | +57.6% |
| 5Y | +97.5% | +193.1% | -95.6% | +55.9% |
| 10Y | +111.2% | +619.4% | -508.3% | +35.4% |
| All | +769.7% | +200.8% | +568.9% | +512.9% |
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