+287.2%
MXL vs COPX
+179.8%
+107.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.0% | +4.0% | +1.1% |
| 7D | +16.6% | -2.9% | +19.5% | +18.6% |
| 30D | +0.5% | 0.0% | +0.4% | +0.3% |
| 3M | -3.6% | +14.8% | -18.4% | -9.9% |
| 6M | +328.0% | +7.0% | +321.0% | +307.7% |
| YTD | +297.8% | +23.8% | +274.0% | +243.3% |
| 1Y | +339.4% | +75.7% | +263.7% | +209.3% |
| 3Y | +201.7% | +156.4% | +45.3% | +66.8% |
| 5Y | +32.8% | +167.6% | -134.8% | -29.4% |
| 10Y | +274.8% | +569.1% | -294.3% | +18.3% |
| All | +287.2% | +179.8% | +107.4% | +77.1% |
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