+68.9%
MP vs COPX
+186.1%
-117.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | -2.0% |
| 7D | +3.0% | +5.8% | -2.7% | -1.9% |
| 30D | +8.3% | +7.2% | +1.1% | +1.9% |
| 3M | -3.8% | +16.5% | -20.3% | -16.4% |
| 6M | -4.9% | +18.4% | -23.4% | -19.1% |
| YTD | +9.6% | +31.9% | -22.3% | -17.0% |
| 1Y | -11.7% | +88.5% | -100.2% | -52.3% |
| 3Y | +158.5% | +173.1% | -14.6% | -6.3% |
| 5Y | +68.9% | +193.1% | -124.2% | -45.1% |
| All | +68.9% | +186.1% | -117.2% | -45.1% |
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