+5,731.6%
MU vs COPX
+583.8%
+5,147.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.1% | -2.3% | -1.7% | -2.7% |
| 30D | +7.0% | +0.3% | +6.8% | +6.3% |
| 3M | -2.1% | +6.8% | -8.9% | -5.7% |
| 6M | +133.1% | +7.9% | +125.1% | +124.1% |
| YTD | +241.9% | +23.7% | +218.2% | +199.1% |
| 1Y | +548.8% | +71.5% | +477.2% | +366.1% |
| 3Y | +1,308.2% | +149.1% | +1,159.1% | +693.2% |
| 5Y | +1,260.7% | +167.3% | +1,093.4% | +603.4% |
| All | +5,731.6% | +583.8% | +5,147.8% | +1,673.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling