+2,302.1%
MULL vs COPX
+119.6%
+2,182.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.0% |
| 7D | -8.4% | -2.3% | -6.1% | -5.2% |
| 30D | +9.7% | +0.3% | +9.4% | +6.8% |
| 3M | -26.8% | +6.8% | -33.6% | -31.9% |
| 6M | +220.7% | +7.9% | +212.8% | +216.6% |
| YTD | +509.0% | +23.7% | +485.3% | +345.2% |
| 1Y | +1,739.5% | +71.5% | +1,668.0% | +642.3% |
| All | +2,302.1% | +119.6% | +2,182.6% | +478.6% |
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