-15.1%
MP vs COPX
+119.7%
-134.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.5% | +3.7% |
| 7D | -10.5% | -1.0% | -9.5% | -10.0% |
| 30D | -23.5% | -14.8% | -8.8% | -12.8% |
| 3M | -25.4% | -17.2% | -8.2% | -13.0% |
| 6M | -51.3% | -14.5% | -36.8% | -45.5% |
| YTD | -29.9% | -0.4% | -29.5% | -32.8% |
| 1Y | -31.8% | +21.9% | -53.7% | -45.7% |
| 3Y | +127.0% | +123.7% | +3.3% | -3.5% |
| All | -15.1% | +119.7% | -134.8% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling