+2,581.4%
MULL vs COPX
+136.3%
+2,445.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +3.8% |
| 7D | +14.8% | +6.0% | +8.8% | +3.0% |
| 30D | +36.6% | +6.4% | +30.1% | +19.9% |
| 3M | -8.9% | +19.3% | -28.2% | -28.8% |
| 6M | +311.9% | +16.2% | +295.7% | +257.7% |
| YTD | +579.8% | +33.2% | +546.7% | +337.6% |
| 1Y | +2,421.5% | +90.2% | +2,331.3% | +750.7% |
| All | +2,581.4% | +136.3% | +2,445.1% | +468.8% |
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