+0.8%
MUB vs COPX
+167.3%
-166.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | -0.6% |
| 7D | -1.2% | -2.9% | +1.7% | -1.2% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | -3.1% | +14.8% | -17.8% | -3.4% |
| 6M | -2.9% | +7.0% | -9.9% | -3.1% |
| YTD | -2.0% | +23.8% | -25.9% | -2.6% |
| 1Y | 0.0% | +75.7% | -75.7% | -1.4% |
| 3Y | +7.4% | +156.4% | -149.0% | +4.7% |
| 5Y | +0.8% | +167.6% | -166.8% | -1.6% |
| All | +0.8% | +167.3% | -166.5% | -1.6% |
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 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