+291.5%
COP vs MP
+257.7%
+33.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | +0.2% |
| 7D | -11.5% | -10.5% | -1.0% | -10.7% |
| 30D | +5.0% | -23.5% | +28.5% | +7.2% |
| 3M | +17.5% | -25.4% | +42.9% | +19.9% |
| 6M | +16.2% | -51.3% | +67.5% | +22.6% |
| YTD | +48.8% | -29.9% | +78.7% | +49.7% |
| 1Y | +64.1% | -31.8% | +95.9% | +64.8% |
| 3Y | +25.7% | +127.0% | -101.3% | +0.1% |
| 5Y | +114.4% | -3.3% | +117.6% | +87.0% |
| All | +291.5% | +257.7% | +33.8% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling