+186.4%
COP vs MPC
+645.9%
-459.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | +3.0% | +5.4% | -2.4% | -0.5% |
| 30D | +17.5% | +31.0% | -13.5% | -2.1% |
| 3M | +13.4% | +46.0% | -32.7% | -12.7% |
| 6M | +17.7% | +77.3% | -59.6% | -21.1% |
| YTD | +46.6% | +141.9% | -95.3% | -21.3% |
| 1Y | +44.6% | +120.9% | -76.3% | -17.9% |
| 3Y | +20.7% | +182.7% | -162.0% | -46.1% |
| All | +186.4% | +645.9% | -459.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling