+233.4%
COST vs MP
+450.8%
-217.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -3.1% | -2.9% | -0.3% | -3.1% |
| 30D | -2.8% | +13.8% | -16.6% | -3.3% |
| 3M | -5.7% | -16.7% | +11.0% | -5.2% |
| 6M | -8.8% | -11.5% | +2.7% | -8.8% |
| YTD | +6.7% | +7.9% | -1.3% | +5.5% |
| 1Y | -3.6% | -15.0% | +11.4% | -4.2% |
| 3Y | +75.1% | +153.5% | -78.4% | +59.8% |
| 5Y | +108.9% | +58.7% | +50.3% | +95.3% |
| All | +233.4% | +450.8% | -217.4% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling