+64.1%
COP vs MP
-35.6%
+99.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.7% |
| 7D | +4.4% | +9.5% | -5.1% | +4.8% |
| 30D | 0.0% | -3.0% | +2.9% | -0.1% |
| 3M | +15.0% | -30.4% | +45.4% | +13.5% |
| 6M | +22.0% | -39.2% | +61.2% | +20.9% |
| YTD | +55.3% | -23.3% | +78.6% | +53.9% |
| 1Y | +64.1% | -32.6% | +96.8% | +62.4% |
| All | +64.1% | -35.6% | +99.7% | +62.4% |
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