+120.6%
COST vs MP
-5.6%
+126.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.1% | -1.3% |
| 7D | +4.1% | -10.5% | +14.6% | +4.5% |
| 30D | +12.0% | -23.5% | +35.5% | +13.0% |
| 3M | +11.2% | -25.4% | +36.6% | +12.2% |
| 6M | +6.1% | -51.3% | +57.4% | +8.9% |
| YTD | +22.9% | -29.9% | +52.8% | +23.0% |
| 1Y | +14.7% | -31.8% | +46.6% | +14.7% |
| 3Y | +92.3% | +127.0% | -34.7% | +65.0% |
| All | +120.6% | -5.6% | +126.2% | +108.7% |
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