+318.9%
COP vs MPC
+2,885.5%
-2,566.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +1.0% |
| 7D | -9.7% | -12.8% | +3.0% | -3.0% |
| 30D | +4.7% | -12.7% | +17.5% | +12.2% |
| 3M | +18.5% | +27.1% | -8.5% | +3.5% |
| 6M | +11.4% | +45.8% | -34.4% | -10.0% |
| YTD | +47.9% | +134.7% | -86.8% | -8.0% |
| 1Y | +59.3% | +106.0% | -46.7% | +6.0% |
| 3Y | +23.6% | +165.5% | -141.9% | -29.7% |
| 5Y | +113.1% | +540.9% | -427.8% | -22.6% |
| 10Y | +329.1% | +1,133.6% | -804.5% | +9.7% |
| All | +318.9% | +2,885.5% | -2,566.6% | -24.3% |
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