+51.1%
COF vs MPC
+655.4%
-604.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.8% | -3.3% |
| 7D | +1.2% | +3.9% | -2.6% | -0.1% |
| 30D | -1.4% | +33.8% | -35.2% | -10.9% |
| 3M | +19.0% | +49.9% | -30.8% | +2.7% |
| 6M | +14.9% | +80.9% | -66.1% | -9.3% |
| YTD | -10.7% | +147.4% | -158.1% | -38.5% |
| 1Y | -1.3% | +123.2% | -124.5% | -29.4% |
| 3Y | +124.3% | +171.7% | -47.4% | +40.8% |
| 5Y | +51.1% | +678.6% | -627.4% | -51.4% |
| All | +51.1% | +655.4% | -604.3% | -51.4% |
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