+264.6%
MP vs COPX
+398.3%
-133.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +1.1% |
| 7D | -3.6% | +1.6% | -5.2% | -5.1% |
| 30D | -21.0% | -15.0% | -6.0% | -9.9% |
| 3M | -33.3% | -18.6% | -14.7% | -21.6% |
| 6M | -45.9% | -14.9% | -31.0% | -39.2% |
| YTD | -27.8% | +1.8% | -29.7% | -31.5% |
| 1Y | -43.2% | +19.7% | -62.9% | -53.2% |
| 3Y | +144.0% | +140.9% | +3.2% | +6.0% |
| 5Y | -6.1% | +130.6% | -136.7% | -57.1% |
| All | +264.6% | +398.3% | -133.7% | +34.4% |
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