+113.1%
COP vs MPWR
+117.3%
-4.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.3% | +9.2% | -0.3% |
| 7D | -9.7% | -5.6% | -4.1% | -9.4% |
| 30D | +4.7% | -23.2% | +27.9% | +6.6% |
| 3M | +18.5% | -15.8% | +34.3% | +19.6% |
| 6M | +11.4% | -28.5% | +39.9% | +13.3% |
| YTD | +47.9% | +25.5% | +22.4% | +40.9% |
| 1Y | +59.3% | +13.9% | +45.4% | +53.3% |
| 3Y | +23.6% | +134.6% | -111.0% | +4.7% |
| 5Y | +113.1% | +114.8% | -1.8% | +77.9% |
| All | +113.1% | +117.3% | -4.3% | +77.9% |
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