+302.3%
COP vs MP
+278.3%
+24.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.4% |
| 7D | +3.4% | +11.0% | -7.6% | +2.4% |
| 30D | -0.6% | -11.7% | +11.1% | +0.3% |
| 3M | +10.8% | -30.8% | +41.5% | +13.8% |
| 6M | +19.6% | -42.9% | +62.5% | +24.3% |
| YTD | +52.9% | -25.9% | +78.8% | +53.1% |
| 1Y | +62.2% | -37.3% | +99.5% | +64.7% |
| 3Y | +32.4% | +150.7% | -118.3% | +4.3% |
| 5Y | +129.7% | -19.3% | +149.0% | +105.1% |
| All | +302.3% | +278.3% | +24.1% | +161.9% |
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