+58.5%
COP vs MPC
+104.9%
-46.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -6.1% | -8.8% | +2.7% | -1.9% |
| 30D | +1.1% | -14.4% | +15.5% | +8.7% |
| 3M | +10.9% | +21.9% | -11.0% | -0.1% |
| 6M | +20.8% | +60.1% | -39.4% | -5.8% |
| YTD | +48.0% | +142.3% | -94.3% | -8.0% |
| 1Y | +58.5% | +101.7% | -43.2% | +9.8% |
| All | +58.5% | +104.9% | -46.3% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling