+104.7%
MPC vs COO
-11.7%
+116.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.3% |
| 7D | +2.6% | -2.3% | +4.9% | +2.4% |
| 30D | -12.2% | +13.3% | -25.5% | -11.5% |
| 3M | +20.1% | -18.1% | +38.2% | +19.4% |
| 6M | +60.6% | +6.7% | +53.9% | +62.7% |
| YTD | +150.6% | -23.2% | +173.8% | +162.2% |
| 1Y | +104.7% | -12.3% | +116.9% | +106.4% |
| All | +104.7% | -11.7% | +116.4% | +106.4% |
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