+120.9%
MPC vs COO
+4.1%
+116.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.2% |
| 7D | +5.4% | -2.2% | +7.7% | +5.4% |
| 30D | +31.0% | -7.0% | +38.0% | +30.6% |
| 3M | +46.0% | +12.2% | +33.8% | +47.1% |
| 6M | +77.3% | -15.1% | +92.4% | +83.9% |
| YTD | +141.9% | -15.1% | +157.0% | +150.5% |
| 1Y | +120.9% | +2.3% | +118.6% | +124.2% |
| All | +120.9% | +4.1% | +116.8% | +124.2% |
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