+148.8%
MPWR vs COF
+124.4%
+24.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | +1.0% |
| 7D | -0.6% | +1.2% | -1.8% | -1.4% |
| 30D | -13.1% | -1.4% | -11.7% | -12.5% |
| 3M | -21.7% | +19.0% | -40.8% | -30.4% |
| 6M | +19.5% | +14.9% | +4.6% | +8.1% |
| YTD | +34.9% | -10.7% | +45.6% | +41.4% |
| 1Y | +42.0% | -1.3% | +43.2% | +38.5% |
| 3Y | +148.8% | +124.3% | +24.5% | +56.3% |
| All | +148.8% | +124.4% | +24.4% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling