+678.6%
MPC vs COPX
+186.1%
+492.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +1.1% |
| 7D | +3.9% | +5.8% | -1.9% | +2.3% |
| 30D | +33.8% | +7.2% | +26.5% | +30.9% |
| 3M | +49.9% | +16.5% | +33.4% | +42.0% |
| 6M | +80.9% | +18.4% | +62.5% | +67.0% |
| YTD | +147.4% | +31.9% | +115.5% | +115.7% |
| 1Y | +123.2% | +88.5% | +34.7% | +67.2% |
| 3Y | +171.7% | +173.1% | -1.4% | +66.7% |
| 5Y | +678.6% | +193.1% | +485.5% | +342.7% |
| All | +678.6% | +186.1% | +492.5% | +342.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling