+346.1%
COP vs MPWR
+1,606.4%
-1,260.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +3.0% | -2.6% | +5.6% | +3.5% |
| 30D | +17.5% | -9.0% | +26.5% | +19.4% |
| 3M | +13.4% | -25.8% | +39.2% | +18.3% |
| 6M | +17.7% | +11.8% | +6.0% | +11.7% |
| YTD | +46.6% | +35.5% | +11.1% | +32.9% |
| 1Y | +44.6% | +45.3% | -0.7% | +28.1% |
| 3Y | +20.7% | +138.5% | -117.8% | -12.5% |
| 5Y | +185.0% | +152.8% | +32.3% | +86.6% |
| All | +346.1% | +1,606.4% | -1,260.3% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling