+1,745.8%
MTZ vs COPX
+186.2%
+1,559.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.5% |
| 7D | -1.6% | -4.0% | +2.4% | +0.6% |
| 30D | -11.1% | +4.5% | -15.6% | -13.6% |
| 3M | -36.7% | +0.8% | -37.5% | -37.6% |
| 6M | -21.9% | +3.2% | -25.1% | -25.1% |
| YTD | +9.1% | +26.7% | -17.6% | -8.4% |
| 1Y | +30.0% | +85.7% | -55.7% | -12.6% |
| 3Y | +138.5% | +151.2% | -12.7% | +30.3% |
| 5Y | +158.3% | +170.0% | -11.6% | +28.5% |
| 10Y | +700.8% | +572.9% | +127.9% | +109.9% |
| All | +1,745.8% | +186.2% | +1,559.6% | +725.0% |
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