+274.5%
MP vs COO
-16.6%
+291.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.4% |
| 7D | +11.0% | -2.1% | +13.1% | +11.9% |
| 30D | -11.7% | +13.9% | -25.7% | -16.6% |
| 3M | -30.8% | -18.9% | -11.8% | -25.3% |
| 6M | -42.9% | +3.7% | -46.6% | -45.9% |
| YTD | -25.9% | -24.1% | -1.7% | -18.2% |
| 1Y | -37.3% | -14.2% | -23.1% | -35.1% |
| 3Y | +150.7% | -24.5% | +175.1% | +166.1% |
| 5Y | -19.3% | -40.4% | +21.2% | -9.3% |
| All | +274.5% | -16.6% | +291.1% | +287.5% |
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