+18.3%
MOD vs COPX
+76.0%
-57.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.0% | +3.4% | +0.7% |
| 7D | -3.9% | -2.9% | -1.1% | -2.4% |
| 30D | -9.6% | 0.0% | -9.6% | -10.1% |
| 3M | -30.6% | +14.8% | -45.4% | -37.2% |
| 6M | -10.9% | +7.0% | -18.0% | -16.6% |
| YTD | +34.3% | +23.8% | +10.4% | +11.4% |
| 1Y | +18.3% | +75.7% | -57.4% | -11.5% |
| All | +18.3% | +76.0% | -57.7% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling