+3,109.1%
MPC vs COPX
+98.0%
+3,011.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +2.0% |
| 7D | -9.4% | +3.3% | -12.7% | -11.0% |
| 30D | -14.3% | -12.2% | -2.1% | -9.6% |
| 3M | +31.1% | -14.5% | +45.6% | +38.5% |
| 6M | +60.3% | -12.2% | +72.4% | +62.9% |
| YTD | +142.5% | +5.2% | +137.3% | +115.1% |
| 1Y | +104.6% | +27.0% | +77.6% | +63.2% |
| 3Y | +191.7% | +149.1% | +42.6% | +52.6% |
| 5Y | +549.2% | +132.1% | +417.1% | +236.7% |
| 10Y | +1,106.2% | +365.9% | +740.3% | +295.7% |
| All | +3,109.1% | +98.0% | +3,011.0% | +1,580.0% |
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 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