+315.2%
COP vs MPC
+2,977.1%
-2,661.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +3.0% | +5.4% | -2.4% | +0.1% |
| 30D | +17.5% | +31.0% | -13.5% | +1.5% |
| 3M | +13.4% | +46.0% | -32.7% | -7.9% |
| 6M | +17.7% | +77.3% | -59.6% | -14.1% |
| YTD | +46.6% | +141.9% | -95.3% | -9.7% |
| 1Y | +44.6% | +120.9% | -76.3% | -6.9% |
| 3Y | +20.7% | +182.7% | -162.0% | -33.3% |
| 5Y | +185.0% | +646.4% | -461.4% | -3.5% |
| 10Y | +347.0% | +1,138.7% | -791.7% | +13.6% |
| All | +315.2% | +2,977.1% | -2,661.9% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling