+113.2%
MPC vs COPX
+16.7%
+96.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +2.3% |
| 7D | +9.4% | +1.1% | +8.3% | +9.5% |
| 30D | -13.4% | -15.9% | +2.4% | -14.2% |
| 3M | +18.9% | -19.6% | +38.5% | +17.7% |
| 6M | +64.9% | -21.5% | +86.4% | +63.6% |
| YTD | +156.8% | -0.8% | +157.6% | +143.1% |
| 1Y | +113.2% | +15.2% | +98.0% | +96.0% |
| All | +113.2% | +16.7% | +96.5% | +96.0% |
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 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