+11.4%
COP vs MP
-49.8%
+61.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +5.0% | -1.6% |
| 7D | -9.7% | -19.0% | +9.3% | -11.5% |
| 30D | +4.7% | -30.5% | +35.2% | +1.4% |
| 3M | +18.5% | -29.6% | +48.1% | +15.4% |
| 6M | +11.4% | -50.4% | +61.8% | +6.3% |
| All | +11.4% | -49.8% | +61.2% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling