+25.7%
COP vs MPWR
+146.8%
-121.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.4% |
| 7D | -11.5% | -1.7% | -9.8% | -11.5% |
| 30D | +5.0% | -16.5% | +21.5% | +5.8% |
| 3M | +17.5% | -12.3% | +29.8% | +18.0% |
| 6M | +16.2% | -27.7% | +44.0% | +17.9% |
| YTD | +48.8% | +32.0% | +16.8% | +41.5% |
| 1Y | +64.1% | +25.1% | +39.0% | +56.8% |
| 3Y | +25.7% | +146.5% | -120.8% | +4.0% |
| All | +25.7% | +146.8% | -121.1% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling