+609.0%
COST vs MPC
+1,153.9%
-544.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -2.8% | +3.2% | -6.0% | -3.1% |
| 30D | -5.3% | +25.0% | -30.3% | -7.3% |
| 3M | -6.7% | +55.2% | -61.8% | -10.7% |
| 6M | -9.9% | +86.4% | -96.3% | -15.5% |
| YTD | +5.1% | +148.5% | -143.3% | -4.2% |
| 1Y | -7.3% | +121.7% | -129.0% | -14.7% |
| 3Y | +70.4% | +172.9% | -102.5% | +51.5% |
| 5Y | +104.4% | +679.9% | -575.5% | +61.5% |
| 10Y | +609.0% | +1,174.7% | -565.7% | +429.9% |
| All | +609.0% | +1,153.9% | -544.9% | +429.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling