-3.7%
COF vs MPC
+122.7%
-126.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.4% |
| 7D | -2.7% | +3.2% | -5.9% | -2.4% |
| 30D | -3.4% | +25.0% | -28.4% | -1.8% |
| 3M | +15.4% | +55.2% | -39.7% | +19.2% |
| 6M | +14.4% | +86.4% | -72.0% | +15.6% |
| YTD | -12.0% | +148.5% | -160.4% | -15.3% |
| 1Y | -3.7% | +121.7% | -125.5% | -7.8% |
| All | -3.7% | +122.7% | -126.4% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling