+117.2%
MPC vs COPX
+31.7%
+85.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.1% | -7.8% |
| 7D | -10.9% | -3.0% | -8.0% | -11.0% |
| 30D | -9.4% | -13.6% | +4.2% | -10.0% |
| 3M | +26.0% | -11.2% | +37.2% | +25.4% |
| 6M | +56.5% | -2.4% | +58.9% | +56.9% |
| YTD | +144.3% | +4.2% | +140.0% | +132.3% |
| 1Y | +117.2% | +32.2% | +85.1% | +96.5% |
| All | +117.2% | +31.7% | +85.5% | +96.5% |
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