+96.9%
COST vs MPC
+187.3%
-90.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +1.0% |
| 7D | +2.5% | -9.4% | +11.9% | +2.9% |
| 30D | +12.8% | -14.3% | +27.1% | +13.5% |
| 3M | +12.7% | +31.1% | -18.4% | +10.7% |
| 6M | +6.0% | +60.3% | -54.3% | +2.9% |
| YTD | +24.4% | +142.5% | -118.2% | +17.5% |
| 1Y | +16.2% | +104.6% | -88.4% | +10.9% |
| 3Y | +96.9% | +191.7% | -94.8% | +73.8% |
| All | +96.9% | +187.3% | -90.4% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling