+451.8%
VMC vs COPX
+198.0%
+253.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.8% | -3.1% |
| 7D | -0.5% | +5.8% | -6.3% | -2.6% |
| 30D | -9.1% | +7.2% | -16.3% | -11.5% |
| 3M | -4.1% | +16.5% | -20.6% | -10.3% |
| 6M | -5.5% | +18.4% | -24.0% | -13.4% |
| YTD | -8.9% | +31.9% | -40.8% | -20.7% |
| 1Y | -12.9% | +88.5% | -101.4% | -34.5% |
| 3Y | +22.1% | +173.1% | -151.0% | -24.2% |
| 5Y | +52.7% | +193.1% | -140.4% | -11.8% |
| 10Y | +152.7% | +591.7% | -438.9% | -8.9% |
| All | +451.8% | +198.0% | +253.8% | +189.6% |
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 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