+1,106.2%
MPC vs COO
+40.7%
+1,065.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.7% |
| 7D | -9.4% | +4.3% | -13.7% | -10.9% |
| 30D | -14.3% | +17.6% | -31.9% | -19.5% |
| 3M | +31.1% | -13.9% | +45.0% | +37.1% |
| 6M | +60.3% | +6.6% | +53.7% | +53.0% |
| YTD | +142.5% | -22.0% | +164.5% | +161.0% |
| 1Y | +104.6% | -8.8% | +113.4% | +105.7% |
| 3Y | +191.7% | -21.5% | +213.2% | +195.9% |
| 5Y | +549.2% | -41.0% | +590.2% | +640.2% |
| 10Y | +1,106.2% | +40.9% | +1,065.3% | +978.1% |
| All | +1,106.2% | +40.7% | +1,065.5% | +978.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling