+39.7%
MPWR vs COF
-5.2%
+44.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.9% |
| 7D | -2.3% | -6.1% | +3.8% | -0.3% |
| 30D | -15.4% | -5.2% | -10.2% | -14.1% |
| 3M | -19.4% | +17.0% | -36.4% | -25.1% |
| 6M | +12.7% | +12.9% | -0.2% | +5.6% |
| YTD | +31.3% | -13.5% | +44.9% | +35.3% |
| 1Y | +39.7% | -5.9% | +45.5% | +34.0% |
| All | +39.7% | -5.2% | +44.9% | +34.0% |
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