+4,407.5%
MU vs COPX
+307.7%
+4,099.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -0.9% |
| 7D | +12.8% | -2.8% | +15.6% | +15.0% |
| 30D | -14.9% | -14.3% | -0.5% | -5.4% |
| 3M | -18.0% | -19.0% | +1.0% | -6.0% |
| 6M | -3.1% | -24.4% | +21.3% | +18.0% |
| YTD | +172.9% | -3.2% | +176.1% | +180.6% |
| 1Y | +228.8% | +15.2% | +213.7% | +203.6% |
| 3Y | +950.8% | +127.6% | +823.2% | +532.7% |
| 5Y | +931.3% | +106.0% | +825.3% | +530.9% |
| All | +4,407.5% | +307.7% | +4,099.8% | +1,573.7% |
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