+406.7%
COF vs MPC
+2,982.2%
-2,575.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -6.2% | -8.8% | +2.7% | -2.7% |
| 30D | -1.7% | -14.4% | +12.7% | +4.1% |
| 3M | -10.2% | +21.9% | -32.2% | -18.6% |
| 6M | +4.2% | +60.1% | -56.0% | -17.1% |
| YTD | -18.2% | +142.3% | -160.6% | -46.9% |
| 1Y | -9.7% | +101.7% | -111.4% | -36.6% |
| 3Y | +95.0% | +184.8% | -89.7% | +14.0% |
| 5Y | +36.8% | +564.6% | -527.8% | -47.3% |
| 10Y | +192.6% | +1,098.3% | -905.7% | -21.8% |
| All | +406.7% | +2,982.2% | -2,575.5% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling