+1,135.3%
MPC vs COO
+40.2%
+1,095.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.8% |
| 7D | +2.6% | -2.3% | +4.9% | +3.5% |
| 30D | -12.2% | +13.3% | -25.5% | -16.4% |
| 3M | +20.1% | -18.1% | +38.2% | +27.9% |
| 6M | +60.6% | +6.7% | +53.9% | +53.1% |
| YTD | +150.6% | -23.2% | +173.8% | +171.2% |
| 1Y | +104.7% | -12.3% | +116.9% | +108.9% |
| 3Y | +194.5% | -23.6% | +218.0% | +202.0% |
| 5Y | +582.3% | -38.7% | +621.0% | +657.6% |
| 10Y | +1,135.3% | +42.2% | +1,093.1% | +999.9% |
| All | +1,135.3% | +40.2% | +1,095.1% | +999.9% |
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