+719.8%
MU vs COPX
+84.7%
+635.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.6% |
| 7D | +9.0% | -4.0% | +13.0% | +12.6% |
| 30D | +13.8% | +4.5% | +9.3% | +8.8% |
| 3M | +2.1% | +0.8% | +1.3% | +0.8% |
| 6M | +153.8% | +3.2% | +150.6% | +146.5% |
| YTD | +256.4% | +26.7% | +229.7% | +188.9% |
| 1Y | +719.8% | +85.7% | +634.1% | +441.0% |
| All | +719.8% | +84.7% | +635.1% | +441.0% |
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