+32.5%
MPWR vs COF
-4.4%
+37.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -3.9% | -4.7% |
| 7D | +4.1% | +0.7% | +3.4% | +3.8% |
| 30D | -14.8% | +5.7% | -20.5% | -16.4% |
| 3M | -5.4% | -6.7% | +1.3% | -3.2% |
| 6M | -19.6% | +9.5% | -29.1% | -23.9% |
| YTD | +39.8% | -13.9% | +53.7% | +45.8% |
| 1Y | +32.5% | -5.1% | +37.6% | +26.5% |
| All | +32.5% | -4.4% | +37.0% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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