+549.2%
MPC vs COO
-40.8%
+590.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.2% |
| 7D | -9.4% | +4.3% | -13.7% | -10.0% |
| 30D | -14.3% | +17.6% | -31.9% | -16.5% |
| 3M | +31.1% | -13.9% | +45.0% | +34.0% |
| 6M | +60.3% | +6.6% | +53.7% | +57.3% |
| YTD | +142.5% | -22.0% | +164.5% | +152.6% |
| 1Y | +104.6% | -8.8% | +113.4% | +106.0% |
| 3Y | +191.7% | -21.5% | +213.2% | +194.5% |
| 5Y | +549.2% | -41.0% | +590.2% | +570.0% |
| All | +549.2% | -40.8% | +590.0% | +570.0% |
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