+110.2%
COST vs MPC
+645.9%
-535.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -3.1% | +5.4% | -8.6% | -3.6% |
| 30D | -2.8% | +31.0% | -33.8% | -5.1% |
| 3M | -5.7% | +46.0% | -51.7% | -8.9% |
| 6M | -8.8% | +77.3% | -86.1% | -13.5% |
| YTD | +6.7% | +141.9% | -135.2% | -1.9% |
| 1Y | -3.6% | +120.9% | -124.6% | -10.8% |
| 3Y | +75.1% | +182.7% | -107.6% | +54.6% |
| All | +110.2% | +645.9% | -535.7% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling