+274.5%
MP vs COPX
+385.6%
-111.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.2% | +4.6% |
| 7D | +11.0% | +1.1% | +9.9% | +10.0% |
| 30D | -11.7% | -15.9% | +4.1% | +1.4% |
| 3M | -30.8% | -19.6% | -11.2% | -17.9% |
| 6M | -42.9% | -21.5% | -21.4% | -31.4% |
| YTD | -25.9% | -0.8% | -25.1% | -28.2% |
| 1Y | -37.3% | +15.2% | -52.5% | -46.7% |
| 3Y | +150.7% | +134.7% | +15.9% | +11.1% |
| 5Y | -19.3% | +111.3% | -130.6% | -60.8% |
| All | +274.5% | +385.6% | -111.1% | +40.9% |
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