+468.2%
COF vs MPC
+2,977.1%
-2,508.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.8% | +5.4% | -3.6% | -0.5% |
| 30D | -0.6% | +31.0% | -31.5% | -11.6% |
| 3M | +20.3% | +46.0% | -25.7% | +1.2% |
| 6M | +13.0% | +77.3% | -64.3% | -14.2% |
| YTD | -8.3% | +141.9% | -150.2% | -39.7% |
| 1Y | -1.5% | +120.9% | -122.4% | -32.9% |
| 3Y | +122.3% | +182.7% | -60.4% | +31.4% |
| 5Y | +52.5% | +646.4% | -593.9% | -43.6% |
| 10Y | +264.9% | +1,138.7% | -873.9% | -2.4% |
| All | +468.2% | +2,977.1% | -2,508.9% | -11.4% |
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 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