+966.8%
MOD vs COPX
+368.8%
+598.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.6% | +4.3% | +6.3% |
| 7D | -13.9% | +3.3% | -17.2% | -16.1% |
| 30D | -41.5% | -12.2% | -29.3% | -36.5% |
| 3M | -45.7% | -14.5% | -31.2% | -40.6% |
| 6M | -61.1% | -12.2% | -48.9% | -58.2% |
| YTD | -20.5% | +5.2% | -25.7% | -25.3% |
| 1Y | -32.1% | +27.0% | -59.1% | -43.4% |
| 3Y | +146.5% | +149.1% | -2.7% | +29.5% |
| 5Y | +812.7% | +132.1% | +680.6% | +385.5% |
| 10Y | +966.8% | +365.9% | +600.9% | +261.4% |
| All | +966.8% | +368.8% | +598.0% | +261.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling