-1.5%
COF vs MCO
+0.4%
-1.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | +1.8% | -4.2% | +6.0% | +3.5% |
| 30D | -0.6% | +2.2% | -2.8% | -1.5% |
| 3M | +20.3% | +10.1% | +10.2% | +15.7% |
| 6M | +13.0% | +5.3% | +7.8% | +10.1% |
| YTD | -8.3% | -2.7% | -5.6% | -8.7% |
| 1Y | -1.5% | -0.4% | -1.1% | -4.4% |
| All | -1.5% | +0.4% | -1.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling