+16,096.1%
MPWR vs COF
+241.4%
+15,854.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.7% |
| 7D | +2.2% | -6.2% | +8.4% | +4.7% |
| 30D | -2.1% | -1.7% | -0.4% | -1.5% |
| 3M | -1.6% | -10.2% | +8.7% | +2.4% |
| 6M | -14.9% | +4.2% | -19.1% | -17.1% |
| YTD | +50.5% | -18.2% | +68.8% | +60.3% |
| 1Y | +40.0% | -9.7% | +49.7% | +43.5% |
| 3Y | +175.0% | +95.0% | +79.9% | +110.8% |
| 5Y | +162.0% | +36.8% | +125.1% | +127.4% |
| 10Y | +1,791.8% | +192.6% | +1,599.2% | +1,079.0% |
| All | +16,096.1% | +241.4% | +15,854.7% | +7,954.5% |
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