-43.2%
MP vs COO
-9.3%
-33.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.0% | +3.1% |
| 7D | -3.6% | +4.5% | -8.1% | -3.2% |
| 30D | -21.0% | +16.9% | -37.9% | -20.3% |
| 3M | -33.3% | -16.7% | -16.6% | -34.5% |
| 6M | -45.9% | +5.9% | -51.9% | -46.8% |
| YTD | -27.8% | -22.4% | -5.4% | -22.4% |
| 1Y | -43.2% | -10.1% | -33.1% | -39.9% |
| All | -43.2% | -9.3% | -33.9% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling