+1,322.4%
MTZ vs COPX
+118.6%
+1,203.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | +0.1% |
| 7D | +5.0% | -2.8% | +7.8% | +6.8% |
| 30D | -6.0% | -14.3% | +8.3% | +2.0% |
| 3M | -36.1% | -19.0% | -17.1% | -28.9% |
| 6M | -56.9% | -24.4% | -32.4% | -50.7% |
| YTD | -15.9% | -3.2% | -12.7% | -18.6% |
| 1Y | -3.8% | +15.2% | -19.0% | -15.8% |
| 3Y | +272.3% | +127.6% | +144.6% | +112.4% |
| 5Y | +91.1% | +106.0% | -14.9% | +10.2% |
| 10Y | +426.0% | +313.7% | +112.3% | +81.7% |
| All | +1,322.4% | +118.6% | +1,203.8% | +633.0% |
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