+475.1%
MULL vs COPX
+31.7%
+443.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.0% | -17.7% | -20.2% |
| 7D | -35.9% | -3.0% | -33.0% | -33.4% |
| 30D | -47.3% | -13.6% | -33.7% | -33.5% |
| 3M | -30.6% | -11.2% | -19.3% | -18.6% |
| 6M | +13.7% | -2.4% | +16.1% | +37.7% |
| YTD | +272.1% | +4.2% | +267.9% | +266.8% |
| 1Y | +475.1% | +32.2% | +442.9% | +184.2% |
| All | +475.1% | +31.7% | +443.3% | +184.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling