+40.4%
MXL vs COPX
+163.4%
-123.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.6% |
| 7D | +18.9% | -2.3% | +21.2% | +20.7% |
| 30D | +0.3% | +0.3% | +0.1% | -0.1% |
| 3M | -8.0% | +6.8% | -14.9% | -11.2% |
| 6M | +341.2% | +7.9% | +333.3% | +313.8% |
| YTD | +327.8% | +23.7% | +304.1% | +259.6% |
| 1Y | +364.9% | +71.5% | +293.4% | +213.6% |
| 3Y | +229.2% | +149.1% | +80.1% | +65.6% |
| All | +40.4% | +163.4% | -123.0% | -31.5% |
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