+1,788.2%
MPWR vs COF
+185.2%
+1,603.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.3% |
| 7D | +16.8% | -3.4% | +20.2% | +18.8% |
| 30D | +11.9% | +0.4% | +11.5% | +11.5% |
| 3M | +2.2% | -12.5% | +14.7% | +9.2% |
| 6M | -15.5% | +8.3% | -23.8% | -20.2% |
| YTD | +54.2% | -18.6% | +72.8% | +67.9% |
| 1Y | +51.5% | -8.6% | +60.1% | +55.1% |
| 3Y | +180.2% | +94.7% | +85.5% | +92.1% |
| 5Y | +156.8% | +35.3% | +121.4% | +106.1% |
| All | +1,788.2% | +185.2% | +1,603.1% | +952.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling