+540.9%
MPC vs COO
-39.4%
+580.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.7% |
| 7D | -12.8% | +5.3% | -18.0% | -13.5% |
| 30D | -12.7% | +12.5% | -25.3% | -14.4% |
| 3M | +27.1% | -15.1% | +42.2% | +30.2% |
| 6M | +45.8% | +3.7% | +42.1% | +43.8% |
| YTD | +134.7% | -22.5% | +157.2% | +144.7% |
| 1Y | +106.0% | -7.8% | +113.8% | +106.9% |
| 3Y | +165.5% | -24.1% | +189.6% | +170.0% |
| 5Y | +540.9% | -40.1% | +581.0% | +559.0% |
| All | +540.9% | -39.4% | +580.3% | +559.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling