+20.0%
COP vs MP
+154.2%
-134.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.1% |
| 7D | +3.0% | -2.9% | +5.9% | +3.1% |
| 30D | +17.5% | +13.8% | +3.7% | +17.0% |
| 3M | +13.4% | -16.7% | +30.1% | +14.0% |
| 6M | +17.7% | -11.5% | +29.2% | +17.8% |
| YTD | +46.6% | +7.9% | +38.6% | +45.1% |
| 1Y | +44.6% | -15.0% | +59.6% | +43.7% |
| All | +20.0% | +154.2% | -134.2% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling