+445.3%
MP vs COPX
+520.0%
-74.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.9% |
| 7D | -2.9% | -4.0% | +1.1% | +0.4% |
| 30D | +13.8% | +4.5% | +9.3% | +9.8% |
| 3M | -16.7% | +0.8% | -17.5% | -17.8% |
| 6M | -11.5% | +3.2% | -14.7% | -14.8% |
| YTD | +7.9% | +26.7% | -18.8% | -13.9% |
| 1Y | -15.0% | +85.7% | -100.7% | -51.5% |
| 3Y | +153.5% | +151.2% | +2.3% | +8.0% |
| 5Y | +58.7% | +170.0% | -111.3% | -36.2% |
| All | +445.3% | +520.0% | -74.7% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling