+101.7%
MPC vs COO
-9.3%
+111.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -8.8% | +4.5% | -13.3% | -8.4% |
| 30D | -14.4% | +16.9% | -31.3% | -13.6% |
| 3M | +21.9% | -16.7% | +38.7% | +21.5% |
| 6M | +60.1% | +5.9% | +54.2% | +62.2% |
| YTD | +142.3% | -22.4% | +164.8% | +154.3% |
| 1Y | +101.7% | -10.1% | +111.8% | +102.7% |
| All | +101.7% | -9.3% | +111.0% | +102.7% |
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