+14,479.0%
MPWR vs COF
+282.9%
+14,196.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -2.6% | +1.8% | -4.4% | -3.3% |
| 30D | -9.0% | -0.6% | -8.5% | -8.9% |
| 3M | -25.8% | +20.3% | -46.1% | -31.3% |
| 6M | +11.8% | +13.0% | -1.3% | +5.8% |
| YTD | +35.5% | -8.3% | +43.8% | +38.3% |
| 1Y | +45.3% | -1.5% | +46.8% | +43.8% |
| 3Y | +138.5% | +122.3% | +16.2% | +74.0% |
| 5Y | +152.8% | +52.5% | +100.3% | +109.9% |
| 10Y | +1,616.6% | +264.9% | +1,351.7% | +890.4% |
| All | +14,479.0% | +282.9% | +14,196.2% | +6,848.0% |
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