-45.9%
MP vs COPX
-15.7%
-30.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.3% | -1.1% |
| 7D | -3.6% | +1.6% | -5.2% | -4.8% |
| 30D | -21.0% | -15.0% | -6.0% | -10.9% |
| 3M | -33.3% | -18.6% | -14.7% | -22.4% |
| All | -45.9% | -15.7% | -30.2% | -39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling