+9,597.8%
MU vs COPX
+186.2%
+9,411.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.5% |
| 7D | +9.0% | -4.0% | +13.0% | +11.7% |
| 30D | +13.8% | +4.5% | +9.3% | +10.2% |
| 3M | +2.1% | +0.8% | +1.3% | +2.8% |
| 6M | +153.8% | +3.2% | +150.6% | +151.2% |
| YTD | +256.4% | +26.7% | +229.7% | +207.8% |
| 1Y | +719.8% | +85.7% | +634.1% | +462.3% |
| 3Y | +1,360.4% | +151.2% | +1,209.2% | +715.9% |
| 5Y | +1,312.4% | +170.0% | +1,142.4% | +621.0% |
| 10Y | +6,142.6% | +572.9% | +5,569.6% | +1,548.4% |
| All | +9,597.8% | +186.2% | +9,411.5% | +3,884.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling