+443.0%
MP vs COPX
+551.5%
-108.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.9% | -2.7% |
| 7D | -0.7% | +6.0% | -6.7% | -5.5% |
| 30D | -0.7% | +6.4% | -7.1% | -5.8% |
| 3M | 0.0% | +19.3% | -19.3% | -14.2% |
| 6M | -10.0% | +16.2% | -26.2% | -21.4% |
| YTD | +7.5% | +33.2% | -25.7% | -17.7% |
| 1Y | -14.0% | +90.2% | -104.2% | -51.9% |
| 3Y | +153.5% | +175.7% | -22.2% | -0.2% |
| 5Y | +62.7% | +193.1% | -130.4% | -38.6% |
| All | +443.0% | +551.5% | -108.5% | +61.4% |
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