+8.0%
COF vs MPC
+62.9%
-54.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +1.0% |
| 7D | -4.5% | +2.6% | -7.0% | -4.2% |
| 30D | -2.0% | -12.2% | +10.2% | -3.4% |
| 3M | -9.7% | +20.1% | -29.8% | -6.2% |
| 6M | +8.0% | +60.6% | -52.6% | +22.1% |
| All | +8.0% | +62.9% | -54.9% | +22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling