+120.9%
MPC vs COPX
+84.7%
+36.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.3% |
| 7D | +5.4% | -4.0% | +9.4% | +5.4% |
| 30D | +31.0% | +4.5% | +26.4% | +31.0% |
| 3M | +46.0% | +0.8% | +45.2% | +46.2% |
| 6M | +77.3% | +3.2% | +74.1% | +80.7% |
| YTD | +141.9% | +26.7% | +115.2% | +130.7% |
| 1Y | +120.9% | +85.7% | +35.2% | +113.6% |
| All | +120.9% | +84.7% | +36.2% | +113.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling