+176.6%
MPWR vs COF
+37.7%
+138.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.6% | +8.3% | +8.5% |
| 7D | +17.3% | -4.5% | +21.7% | +20.6% |
| 30D | +12.1% | -2.0% | +14.1% | +13.4% |
| 3M | +5.6% | -9.7% | +15.4% | +12.2% |
| 6M | -10.7% | +8.0% | -18.7% | -16.8% |
| YTD | +64.0% | -17.7% | +81.7% | +80.6% |
| 1Y | +55.9% | -9.3% | +65.2% | +60.7% |
| 3Y | +199.5% | +96.3% | +103.2% | +77.4% |
| 5Y | +176.6% | +37.0% | +139.6% | +95.7% |
| All | +176.6% | +37.7% | +138.8% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling