+3,101.0%
MPC vs COPX
+138.6%
+2,962.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.6% |
| 7D | +5.4% | -4.0% | +9.4% | +7.4% |
| 30D | +31.0% | +4.5% | +26.4% | +27.6% |
| 3M | +46.0% | +0.8% | +45.2% | +42.2% |
| 6M | +77.3% | +3.2% | +74.1% | +65.4% |
| YTD | +141.9% | +26.7% | +115.2% | +99.3% |
| 1Y | +120.9% | +85.7% | +35.2% | +46.8% |
| 3Y | +182.7% | +151.2% | +31.5% | +51.1% |
| 5Y | +646.4% | +170.0% | +476.4% | +265.8% |
| 10Y | +1,138.7% | +572.9% | +565.8% | +246.8% |
| All | +3,101.0% | +138.6% | +2,962.4% | +1,456.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling