+604.3%
MTUM vs COPX
+283.6%
+320.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | -2.3% | +3.1% | +1.4% |
| 30D | -2.4% | +0.3% | -2.7% | -2.7% |
| 3M | -3.6% | +6.8% | -10.5% | -5.9% |
| 6M | +23.7% | +7.9% | +15.7% | +19.7% |
| YTD | +22.9% | +23.7% | -0.8% | +13.5% |
| 1Y | +21.8% | +71.5% | -49.8% | +1.7% |
| 3Y | +114.4% | +149.1% | -34.7% | +56.3% |
| 5Y | +79.6% | +167.3% | -87.8% | +25.2% |
| 10Y | +356.2% | +568.5% | -212.3% | +133.1% |
| All | +604.3% | +283.6% | +320.8% | +293.5% |
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