+39.5%
COF vs MPC
+563.2%
-523.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.2% | -3.0% |
| 7D | -5.8% | -9.4% | +3.6% | -3.1% |
| 30D | -0.3% | -14.3% | +14.0% | +3.9% |
| 3M | -8.5% | +31.1% | -39.6% | -17.3% |
| 6M | +5.6% | +60.3% | -54.6% | -11.8% |
| YTD | -17.1% | +142.5% | -159.6% | -42.5% |
| 1Y | -7.4% | +104.6% | -112.0% | -31.3% |
| 3Y | +99.1% | +191.7% | -92.6% | +21.6% |
| 5Y | +39.5% | +549.2% | -509.7% | -46.9% |
| All | +39.5% | +563.2% | -523.7% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling