+199.8%
MPC vs COO
-24.0%
+223.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +11.2% | +0.5% | +10.8% | +11.2% |
| 30D | -14.5% | +14.2% | -28.6% | -15.7% |
| 3M | +16.7% | -18.2% | +34.9% | +19.4% |
| 6M | +67.6% | +5.3% | +62.2% | +65.4% |
| YTD | +157.9% | -23.6% | +181.5% | +168.6% |
| 1Y | +116.7% | -12.7% | +129.3% | +119.8% |
| 3Y | +199.8% | -24.2% | +223.9% | +196.3% |
| All | +199.8% | -24.0% | +223.8% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling