+320.3%
COP vs MPC
+1,096.9%
-776.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.4% |
| 7D | -11.5% | -16.2% | +4.7% | -1.4% |
| 30D | +5.0% | -15.7% | +20.7% | +16.2% |
| 3M | +17.5% | +24.9% | -7.4% | +1.1% |
| 6M | +16.2% | +52.7% | -36.4% | -12.3% |
| YTD | +48.8% | +131.9% | -83.1% | -14.7% |
| 1Y | +64.1% | +96.6% | -32.5% | +4.2% |
| 3Y | +25.7% | +163.8% | -138.1% | -36.0% |
| 5Y | +114.4% | +533.1% | -418.8% | -37.3% |
| All | +320.3% | +1,096.9% | -776.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling