+7,325.9%
MU vs COPX
+118.6%
+7,207.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 3M | -18.0% | -19.0% | +1.0% | -6.3% |
| 6M | -3.1% | -24.4% | +21.3% | +17.6% |
| YTD | +172.9% | -3.2% | +176.1% | +180.2% |
| 1Y | +228.8% | +15.2% | +213.7% | +203.5% |
| 3Y | +950.8% | +127.6% | +823.2% | +532.8% |
| 5Y | +931.3% | +106.0% | +825.3% | +530.4% |
| 10Y | +4,417.7% | +313.7% | +4,104.0% | +1,531.3% |
| All | +7,325.9% | +118.6% | +7,207.3% | +3,527.2% |
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