+43.1%
COF vs MCO
+28.6%
+14.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.4% |
| 7D | -5.1% | -3.8% | -1.4% | -2.9% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | +14.8% | +7.7% | +7.1% | +9.1% |
| 6M | +15.3% | +7.0% | +8.3% | +9.6% |
| YTD | -13.0% | -6.4% | -6.6% | -10.6% |
| 1Y | -5.7% | -7.6% | +1.9% | -2.7% |
| 3Y | +118.1% | +43.2% | +74.9% | +67.0% |
| All | +43.1% | +28.6% | +14.5% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling