+259.1%
MP vs COO
-13.6%
+272.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.9% | -11.0% | -7.4% |
| 7D | -12.5% | +8.4% | -21.0% | -15.5% |
| 30D | -23.3% | +13.5% | -36.8% | -27.4% |
| 3M | -24.4% | -13.8% | -10.6% | -20.3% |
| 6M | -45.8% | +4.7% | -50.5% | -48.7% |
| YTD | -28.9% | -21.4% | -7.5% | -22.6% |
| 1Y | -34.6% | -6.7% | -27.8% | -34.8% |
| 3Y | +118.7% | -23.0% | +141.7% | +131.1% |
| 5Y | -3.1% | -38.7% | +35.7% | +7.3% |
| All | +259.1% | -13.6% | +272.7% | +266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling