+1,346.4%
MU vs COPX
+193.3%
+1,153.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +2.1% |
| 7D | +7.5% | +6.0% | +1.5% | +3.3% |
| 30D | +19.4% | +6.4% | +12.9% | +14.0% |
| 3M | +9.8% | +19.3% | -9.4% | -1.6% |
| 6M | +164.1% | +16.2% | +147.9% | +141.7% |
| YTD | +260.3% | +33.2% | +227.2% | +201.0% |
| 1Y | +661.2% | +90.2% | +571.0% | +417.4% |
| 3Y | +1,380.8% | +175.7% | +1,205.2% | +707.6% |
| 5Y | +1,346.4% | +193.1% | +1,153.3% | +661.1% |
| All | +1,346.4% | +193.3% | +1,153.1% | +661.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling