+267.3%
MP vs COO
-15.6%
+282.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | +2.3% | -2.3% | +4.6% | +3.2% |
| 30D | -15.3% | +13.3% | -28.6% | -19.7% |
| 3M | -33.5% | -18.1% | -15.4% | -28.5% |
| 6M | -45.5% | +6.7% | -52.2% | -49.0% |
| YTD | -27.3% | -23.2% | -4.1% | -20.1% |
| 1Y | -40.7% | -12.3% | -28.4% | -39.2% |
| 3Y | +145.9% | -23.6% | +169.4% | +159.8% |
| 5Y | -13.9% | -38.7% | +24.8% | -4.0% |
| All | +267.3% | -15.6% | +282.9% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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