+110.2%
COST vs MP
+58.1%
+52.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -3.1% | -2.9% | -0.3% | -3.0% |
| 30D | -2.8% | +13.8% | -16.6% | -3.4% |
| 3M | -5.7% | -16.7% | +11.0% | -5.1% |
| 6M | -8.8% | -11.5% | +2.7% | -8.8% |
| YTD | +6.7% | +7.9% | -1.3% | +5.1% |
| 1Y | -3.6% | -15.0% | +11.4% | -4.4% |
| 3Y | +75.1% | +153.5% | -78.4% | +54.1% |
| All | +110.2% | +58.1% | +52.2% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling