+175.7%
COF vs MPC
+1,171.2%
-995.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -3.4% | +11.2% | -14.6% | -8.1% |
| 30D | +0.4% | -14.5% | +14.9% | +7.0% |
| 3M | -12.5% | +16.7% | -29.2% | -19.9% |
| 6M | +8.3% | +67.6% | -59.3% | -17.8% |
| YTD | -18.6% | +157.9% | -176.5% | -51.3% |
| 1Y | -8.6% | +116.7% | -125.3% | -40.6% |
| 3Y | +94.7% | +199.8% | -105.1% | +3.1% |
| 5Y | +35.3% | +604.4% | -569.1% | -56.7% |
| All | +175.7% | +1,171.2% | -995.5% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling