+261.9%
MOH vs COPX
+583.8%
-321.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.7% | -2.3% | +4.1% | +2.0% |
| 30D | -0.9% | +0.3% | -1.1% | -1.2% |
| 3M | +5.7% | +6.8% | -1.1% | +3.8% |
| 6M | +39.1% | +7.9% | +31.2% | +35.0% |
| YTD | +17.7% | +23.7% | -6.1% | +10.0% |
| 1Y | +8.4% | +71.5% | -63.2% | -6.0% |
| 3Y | -36.6% | +149.1% | -185.7% | -51.2% |
| 5Y | -19.1% | +167.3% | -186.4% | -41.0% |
| All | +261.9% | +583.8% | -321.9% | +63.3% |
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