+130.2%
COF vs MPC
+177.6%
-47.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.8% | +5.4% | -3.6% | +0.5% |
| 30D | -0.6% | +31.0% | -31.5% | -7.1% |
| 3M | +20.3% | +46.0% | -25.7% | +8.7% |
| 6M | +13.0% | +77.3% | -64.3% | -5.4% |
| YTD | -8.3% | +141.9% | -150.2% | -32.2% |
| 1Y | -1.5% | +120.9% | -122.4% | -25.0% |
| All | +130.2% | +177.6% | -47.4% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling