-5.8%
COST vs MP
-11.6%
+5.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | -3.2% | +3.0% | -6.2% | -3.1% |
| 30D | -4.0% | +8.3% | -12.3% | -3.7% |
| 3M | -6.5% | -3.8% | -2.6% | -6.2% |
| 6M | -8.5% | -4.9% | -3.6% | -8.5% |
| YTD | +6.0% | +9.6% | -3.6% | +5.9% |
| 1Y | -5.8% | -11.7% | +5.9% | -6.9% |
| All | -5.8% | -11.6% | +5.8% | -6.9% |
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