+64.1%
COP vs MP
-37.2%
+101.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | +0.8% |
| 7D | -11.5% | -10.5% | -1.0% | -11.9% |
| 30D | +5.0% | -23.5% | +28.5% | +4.0% |
| 3M | +17.5% | -25.4% | +42.9% | +16.4% |
| 6M | +16.2% | -51.3% | +67.5% | +15.1% |
| YTD | +48.8% | -29.9% | +78.7% | +46.5% |
| 1Y | +64.1% | -31.8% | +95.9% | +61.6% |
| All | +64.1% | -37.2% | +101.3% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling