+1,487.8%
COST vs MPC
+3,032.7%
-1,544.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.2% | +1.8% | -3.0% | -1.4% |
| 30D | -4.7% | +14.0% | -18.7% | -6.2% |
| 3M | -7.1% | +52.2% | -59.3% | -11.8% |
| 6M | -8.5% | +75.8% | -84.3% | -14.7% |
| YTD | +5.4% | +146.3% | -140.9% | -5.8% |
| 1Y | -5.6% | +120.8% | -126.4% | -14.7% |
| 3Y | +68.5% | +172.6% | -104.2% | +46.4% |
| 5Y | +105.2% | +678.2% | -573.0% | +54.3% |
| 10Y | +610.7% | +1,163.5% | -552.8% | +370.8% |
| All | +1,487.8% | +3,032.7% | -1,544.9% | +709.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling