+25.3%
MTUM vs COPX
+84.7%
-59.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +2.0% |
| 7D | +1.7% | -4.0% | +5.7% | +3.2% |
| 30D | -1.7% | +4.5% | -6.2% | -3.4% |
| 3M | -6.3% | +0.8% | -7.2% | -7.6% |
| 6M | +21.8% | +3.2% | +18.7% | +17.7% |
| YTD | +22.0% | +26.7% | -4.7% | +11.3% |
| 1Y | +25.3% | +85.7% | -60.3% | +10.0% |
| All | +25.3% | +84.7% | -59.3% | +10.0% |
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