-7.2%
MTZ vs COPX
+16.7%
-23.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -0.8% |
| 7D | +16.5% | +1.1% | +15.3% | +16.2% |
| 30D | -10.2% | -15.9% | +5.7% | -3.6% |
| 3M | -34.2% | -19.6% | -14.6% | -28.3% |
| 6M | -56.0% | -21.5% | -34.5% | -52.3% |
| YTD | -14.8% | -0.8% | -14.1% | -21.8% |
| 1Y | -7.2% | +15.2% | -22.4% | -24.0% |
| All | -7.2% | +16.7% | -23.9% | -24.0% |
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