+37.5%
MTZ vs COPX
+87.6%
-50.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.6% |
| 7D | +2.3% | +6.0% | -3.7% | -0.3% |
| 30D | -10.3% | +6.4% | -16.7% | -12.9% |
| 3M | -31.8% | +19.3% | -51.1% | -37.3% |
| 6M | -19.2% | +16.2% | -35.4% | -26.1% |
| YTD | +10.7% | +33.2% | -22.4% | -9.4% |
| 1Y | +37.5% | +90.2% | -52.7% | +2.5% |
| All | +37.5% | +87.6% | -50.1% | +2.5% |
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 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