+317.5%
MOD vs COPX
+158.0%
+159.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.7% |
| 7D | +9.6% | -4.0% | +13.6% | +12.3% |
| 30D | 0.0% | +4.5% | -4.5% | -3.2% |
| 3M | -35.4% | +0.8% | -36.2% | -36.3% |
| 6M | -7.3% | +3.2% | -10.5% | -10.3% |
| YTD | +45.8% | +26.7% | +19.1% | +21.4% |
| 1Y | +43.1% | +85.7% | -42.5% | -7.4% |
| All | +317.5% | +158.0% | +159.6% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling