+113.1%
COP vs MP
-13.9%
+127.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +5.0% | -0.6% |
| 7D | -9.7% | -19.0% | +9.3% | -8.3% |
| 30D | +4.7% | -30.5% | +35.2% | +7.5% |
| 3M | +18.5% | -29.6% | +48.1% | +21.2% |
| 6M | +11.4% | -50.4% | +61.8% | +16.7% |
| YTD | +47.9% | -33.2% | +81.1% | +49.1% |
| 1Y | +59.3% | -38.6% | +97.9% | +61.2% |
| 3Y | +23.6% | +105.5% | -81.9% | -2.3% |
| 5Y | +113.1% | -7.8% | +120.9% | +87.7% |
| All | +113.1% | -13.9% | +127.0% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling