-7.8%
MP vs COO
-39.4%
+31.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.5% |
| 7D | -19.0% | +5.3% | -24.2% | -20.8% |
| 30D | -30.5% | +12.5% | -43.0% | -34.1% |
| 3M | -29.6% | -15.1% | -14.4% | -25.1% |
| 6M | -50.4% | +3.7% | -54.1% | -53.1% |
| YTD | -33.2% | -22.5% | -10.7% | -26.4% |
| 1Y | -38.6% | -7.8% | -30.8% | -38.5% |
| 3Y | +105.5% | -24.1% | +129.6% | +117.4% |
| 5Y | -7.8% | -40.1% | +32.3% | +0.6% |
| All | -7.8% | -39.4% | +31.6% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling