+728.3%
COP vs MPWR
+14,560.0%
-13,831.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.3% | +9.2% | +0.9% |
| 7D | -9.7% | -5.6% | -4.1% | -8.9% |
| 30D | +4.7% | -23.2% | +27.9% | +9.6% |
| 3M | +18.5% | -15.8% | +34.3% | +21.2% |
| 6M | +11.4% | -28.5% | +39.9% | +15.7% |
| YTD | +47.9% | +25.5% | +22.4% | +35.1% |
| 1Y | +59.3% | +13.9% | +45.4% | +48.1% |
| 3Y | +23.6% | +134.6% | -111.0% | -8.5% |
| 5Y | +113.1% | +114.8% | -1.8% | +50.3% |
| 10Y | +329.1% | +1,499.3% | -1,170.2% | +80.3% |
| All | +728.3% | +14,560.0% | -13,831.7% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling