+186.3%
COF vs MPC
+1,104.1%
-917.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -6.2% | -8.8% | +2.7% | -2.4% |
| 30D | -1.7% | -14.4% | +12.7% | +4.7% |
| 3M | -10.2% | +21.9% | -32.2% | -19.6% |
| 6M | +4.2% | +60.1% | -56.0% | -19.3% |
| YTD | -18.2% | +142.3% | -160.6% | -49.7% |
| 1Y | -9.7% | +101.7% | -111.4% | -39.3% |
| 3Y | +95.0% | +184.8% | -89.7% | +5.7% |
| 5Y | +36.8% | +564.6% | -527.8% | -55.0% |
| All | +186.3% | +1,104.1% | -917.8% | -40.7% |
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