+237.4%
MP vs COO
-14.9%
+252.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.5% |
| 7D | -19.0% | +5.3% | -24.2% | -20.7% |
| 30D | -30.5% | +12.5% | -43.0% | -34.0% |
| 3M | -29.6% | -15.1% | -14.4% | -25.3% |
| 6M | -50.4% | +3.7% | -54.1% | -52.9% |
| YTD | -33.2% | -22.5% | -10.7% | -26.9% |
| 1Y | -38.6% | -7.8% | -30.8% | -38.5% |
| 3Y | +105.5% | -24.1% | +129.6% | +118.4% |
| 5Y | -7.8% | -40.1% | +32.3% | +2.9% |
| All | +237.4% | -14.9% | +252.3% | +246.3% |
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