+17,167.4%
MPWR vs COF
+237.5%
+16,929.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.4% |
| 7D | +27.9% | -5.0% | +33.0% | +30.4% |
| 30D | +9.7% | -2.3% | +11.9% | +10.6% |
| 3M | +1.7% | -12.7% | +14.4% | +6.9% |
| 6M | -9.2% | +6.2% | -15.4% | -12.1% |
| YTD | +60.5% | -19.2% | +79.7% | +71.7% |
| 1Y | +52.0% | -11.5% | +63.5% | +57.1% |
| 3Y | +193.1% | +92.8% | +100.3% | +125.8% |
| 5Y | +167.3% | +34.3% | +132.9% | +133.6% |
| 10Y | +1,878.8% | +183.0% | +1,695.8% | +1,147.6% |
| All | +17,167.4% | +237.5% | +16,929.9% | +8,527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling