+1,174.7%
MPC vs COPX
+606.7%
+568.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +3.2% | +6.0% | -2.8% | +0.3% |
| 30D | +25.0% | +6.4% | +18.6% | +20.7% |
| 3M | +55.2% | +19.3% | +35.9% | +39.4% |
| 6M | +86.4% | +16.2% | +70.2% | +63.6% |
| YTD | +148.5% | +33.2% | +115.3% | +97.4% |
| 1Y | +121.7% | +90.2% | +31.5% | +41.5% |
| 3Y | +172.9% | +175.7% | -2.8% | +30.4% |
| 5Y | +679.9% | +193.1% | +486.8% | +235.2% |
| 10Y | +1,174.7% | +619.4% | +555.3% | +170.9% |
| All | +1,174.7% | +606.7% | +568.0% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling