+297.0%
MXL vs COPX
+31.7%
+265.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.0% | -15.1% | -14.0% |
| 7D | -24.3% | -3.0% | -21.4% | -22.9% |
| 30D | -46.1% | -13.6% | -32.5% | -39.8% |
| 3M | -21.8% | -11.2% | -10.6% | -14.0% |
| 6M | -27.2% | -2.4% | -24.8% | -23.1% |
| YTD | +226.2% | +4.2% | +222.0% | +205.2% |
| 1Y | +297.0% | +32.2% | +264.8% | +174.4% |
| All | +297.0% | +31.7% | +265.3% | +174.4% |
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