+1,865.4%
MPWR vs COF
+183.0%
+1,682.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.2% |
| 7D | +27.9% | -5.0% | +33.0% | +31.2% |
| 30D | +9.7% | -2.3% | +11.9% | +11.0% |
| 3M | +1.7% | -12.7% | +14.4% | +8.8% |
| 6M | -9.2% | +6.2% | -15.4% | -13.4% |
| YTD | +60.5% | -19.2% | +79.7% | +75.5% |
| 1Y | +52.0% | -11.5% | +63.5% | +58.4% |
| 3Y | +193.1% | +92.8% | +100.3% | +102.0% |
| 5Y | +167.3% | +34.3% | +132.9% | +115.4% |
| All | +1,865.4% | +183.0% | +1,682.4% | +999.8% |
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