+1,120.0%
MPC vs COO
+49.3%
+1,070.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | +5.4% | -2.2% | +7.7% | +6.3% |
| 30D | +31.0% | -7.0% | +38.0% | +34.6% |
| 3M | +46.0% | +12.2% | +33.8% | +38.5% |
| 6M | +77.3% | -15.1% | +92.4% | +87.1% |
| YTD | +141.9% | -15.1% | +157.0% | +155.1% |
| 1Y | +120.9% | +2.3% | +118.6% | +113.9% |
| 3Y | +182.7% | -23.7% | +206.4% | +196.3% |
| 5Y | +646.4% | -38.9% | +685.4% | +759.4% |
| All | +1,120.0% | +49.3% | +1,070.7% | +960.9% |
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 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