+28.1%
COP vs MPC
+188.2%
-160.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -6.1% | -8.8% | +2.7% | -1.5% |
| 30D | +1.1% | -14.4% | +15.5% | +9.5% |
| 3M | +10.9% | +21.9% | -11.0% | -1.4% |
| 6M | +20.8% | +60.1% | -39.4% | -8.3% |
| YTD | +48.0% | +142.3% | -94.3% | -11.9% |
| 1Y | +58.5% | +101.7% | -43.2% | +4.7% |
| 3Y | +28.1% | +184.8% | -156.6% | -33.7% |
| All | +28.1% | +188.2% | -160.1% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling