+599.3%
MU vs COPX
+76.0%
+523.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.0% | +2.1% | +0.9% |
| 7D | +2.0% | -2.9% | +4.9% | +4.2% |
| 30D | +12.5% | 0.0% | +12.5% | +11.5% |
| 3M | +9.6% | +14.8% | -5.2% | -2.2% |
| 6M | +142.6% | +7.0% | +135.6% | +130.8% |
| YTD | +242.7% | +23.8% | +218.8% | +182.8% |
| 1Y | +599.3% | +75.7% | +523.6% | +347.6% |
| All | +599.3% | +76.0% | +523.2% | +347.6% |
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