+289.1%
COP vs MP
+240.8%
+48.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +5.0% | -0.6% |
| 7D | -9.7% | -19.0% | +9.3% | -8.1% |
| 30D | +4.7% | -30.5% | +35.2% | +7.8% |
| 3M | +18.5% | -29.6% | +48.1% | +21.6% |
| 6M | +11.4% | -50.4% | +61.8% | +17.2% |
| YTD | +47.9% | -33.2% | +81.1% | +49.5% |
| 1Y | +59.3% | -38.6% | +97.9% | +61.7% |
| 3Y | +23.6% | +105.5% | -81.9% | -0.3% |
| 5Y | +113.1% | -7.8% | +120.9% | +86.6% |
| All | +289.1% | +240.8% | +48.3% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling