+132.2%
COP vs MPWR
+155.3%
-23.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +1.9% |
| 7D | +4.4% | +16.8% | -12.4% | +3.1% |
| 30D | 0.0% | +11.9% | -11.9% | -1.1% |
| 3M | +15.0% | +2.2% | +12.8% | +14.4% |
| 6M | +22.0% | -15.5% | +37.5% | +22.6% |
| YTD | +55.3% | +54.2% | +1.2% | +45.7% |
| 1Y | +64.1% | +51.5% | +12.7% | +54.1% |
| 3Y | +34.1% | +180.2% | -146.1% | +12.3% |
| All | +132.2% | +155.3% | -23.1% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling