+242.0%
COF vs MCK
+442.8%
-200.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -5.1% | -2.9% | -2.2% | -4.2% |
| 30D | -6.0% | +0.4% | -6.4% | -6.2% |
| 3M | +14.8% | +12.1% | +2.7% | +9.9% |
| 6M | +15.3% | -5.4% | +20.8% | +16.7% |
| YTD | -13.0% | +7.8% | -20.8% | -16.8% |
| 1Y | -5.7% | +22.9% | -28.7% | -14.4% |
| 3Y | +118.1% | +110.7% | +7.4% | +53.1% |
| 5Y | +46.2% | +346.2% | -299.9% | -29.0% |
| All | +242.0% | +442.8% | -200.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 10y: compounded portfolio wealth divided by compounded MCK 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…
10y analysis · Full analysis span regression · 6 months rolling