+1,520.5%
MOD vs COPX
+592.9%
+927.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -3.8% |
| 7D | +6.3% | +5.8% | +0.6% | +2.5% |
| 30D | -1.7% | +7.2% | -8.9% | -6.4% |
| 3M | -30.1% | +16.5% | -46.6% | -37.1% |
| 6M | +2.7% | +18.4% | -15.7% | -8.5% |
| YTD | +44.1% | +31.9% | +12.2% | +17.7% |
| 1Y | +38.7% | +88.5% | -49.8% | -10.1% |
| 3Y | +309.8% | +173.1% | +136.7% | +104.4% |
| 5Y | +1,569.7% | +193.1% | +1,376.6% | +667.6% |
| 10Y | +1,520.5% | +591.7% | +928.8% | +319.2% |
| All | +1,520.5% | +592.9% | +927.5% | +319.2% |
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