+17.1%
COST vs MP
-40.8%
+57.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +1.4% |
| 7D | +4.6% | -3.6% | +8.2% | +4.4% |
| 30D | +12.8% | -21.0% | +33.7% | +11.6% |
| 3M | +12.1% | -33.3% | +45.4% | +10.2% |
| 6M | +6.0% | -45.9% | +51.9% | +4.4% |
| YTD | +24.4% | -27.8% | +52.2% | +22.3% |
| 1Y | +17.1% | -43.2% | +60.3% | +14.4% |
| All | +17.1% | -40.8% | +57.9% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling