+231.4%
COST vs MP
+459.3%
-227.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -3.2% | +3.0% | -6.2% | -3.3% |
| 30D | -4.0% | +8.3% | -12.3% | -4.3% |
| 3M | -6.5% | -3.8% | -2.6% | -6.5% |
| 6M | -8.5% | -4.9% | -3.6% | -8.9% |
| YTD | +6.0% | +9.6% | -3.6% | +4.8% |
| 1Y | -5.8% | -11.7% | +5.9% | -6.5% |
| 3Y | +71.8% | +158.5% | -86.7% | +56.7% |
| 5Y | +106.2% | +68.9% | +37.3% | +92.6% |
| All | +231.4% | +459.3% | -227.9% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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