+413.8%
COF vs MPC
+2,984.8%
-2,571.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.2% | -3.5% |
| 7D | -5.8% | -9.4% | +3.6% | -2.1% |
| 30D | -0.3% | -14.3% | +14.0% | +5.5% |
| 3M | -8.5% | +31.1% | -39.6% | -19.7% |
| 6M | +5.6% | +60.3% | -54.6% | -16.0% |
| YTD | -17.1% | +142.5% | -159.6% | -46.1% |
| 1Y | -7.4% | +104.6% | -112.0% | -35.3% |
| 3Y | +99.1% | +191.7% | -92.6% | +15.1% |
| 5Y | +39.5% | +549.2% | -509.7% | -45.7% |
| 10Y | +208.1% | +1,106.2% | -898.1% | -17.8% |
| All | +413.8% | +2,984.8% | -2,571.0% | -20.9% |
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 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