+34.1%
COP vs MPC
+203.2%
-169.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.4% |
| 7D | +4.4% | +11.2% | -6.8% | -1.5% |
| 30D | 0.0% | -14.5% | +14.4% | +8.4% |
| 3M | +15.0% | +16.7% | -1.6% | +4.9% |
| 6M | +22.0% | +67.6% | -45.6% | -9.6% |
| YTD | +55.3% | +157.9% | -102.6% | -10.6% |
| 1Y | +64.1% | +116.7% | -52.5% | +4.2% |
| 3Y | +34.1% | +199.8% | -165.7% | -32.5% |
| All | +34.1% | +203.2% | -169.2% | -32.5% |
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