+58.1%
MP vs COO
-38.8%
+96.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.1% |
| 7D | -2.9% | -2.2% | -0.6% | -1.9% |
| 30D | +13.8% | -7.0% | +20.8% | +17.4% |
| 3M | -16.7% | +12.2% | -28.9% | -22.7% |
| 6M | -11.5% | -15.1% | +3.6% | -5.2% |
| YTD | +7.9% | -15.1% | +23.0% | +15.4% |
| 1Y | -15.0% | +2.3% | -17.4% | -18.4% |
| 3Y | +153.5% | -23.7% | +177.2% | +176.0% |
| All | +58.1% | -38.8% | +96.9% | +65.9% |
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 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