+1,079.5%
MPC vs COO
+41.2%
+1,038.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -16.2% | +4.7% | -20.9% | -17.8% |
| 30D | -15.7% | +13.9% | -29.6% | -20.0% |
| 3M | +24.9% | -14.9% | +39.8% | +31.1% |
| 6M | +52.7% | +2.0% | +50.6% | +48.0% |
| YTD | +131.9% | -23.9% | +155.8% | +151.6% |
| 1Y | +96.6% | -9.6% | +106.3% | +98.1% |
| 3Y | +163.8% | -25.4% | +189.2% | +173.5% |
| 5Y | +533.1% | -41.2% | +574.3% | +617.8% |
| All | +1,079.5% | +41.2% | +1,038.2% | +963.3% |
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 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