+180.2%
MPWR vs COF
+95.3%
+84.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.4% |
| 7D | +16.8% | -3.4% | +20.2% | +18.9% |
| 30D | +11.9% | +0.4% | +11.5% | +11.5% |
| 3M | +2.2% | -12.5% | +14.7% | +9.9% |
| 6M | -15.5% | +8.3% | -23.8% | -21.1% |
| YTD | +54.2% | -18.6% | +72.8% | +70.1% |
| 1Y | +51.5% | -8.6% | +60.1% | +54.7% |
| 3Y | +180.2% | +94.7% | +85.5% | +83.1% |
| All | +180.2% | +95.3% | +84.9% | +83.1% |
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