+55.3%
MUB vs COPX
+198.0%
-142.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.1% |
| 7D | -0.3% | +5.8% | -6.1% | -0.4% |
| 30D | -1.5% | +7.2% | -8.8% | -1.6% |
| 3M | -1.9% | +16.5% | -18.4% | -2.2% |
| 6M | -1.7% | +18.4% | -20.2% | -2.0% |
| YTD | -0.8% | +31.9% | -32.7% | -1.2% |
| 1Y | +1.5% | +88.5% | -87.0% | +0.6% |
| 3Y | +8.8% | +173.1% | -164.3% | +7.2% |
| 5Y | +2.0% | +193.1% | -191.1% | +0.4% |
| 10Y | +18.0% | +591.7% | -573.7% | +14.5% |
| All | +55.3% | +198.0% | -142.7% | +51.3% |
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