-5.1%
COF vs MDB
-8.5%
+3.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -1.0% |
| 7D | +0.7% | -16.5% | +17.2% | +2.1% |
| 30D | +5.7% | -8.6% | +14.3% | +6.4% |
| 3M | -6.7% | -13.6% | +6.9% | -6.3% |
| 6M | +9.5% | +24.1% | -14.6% | +4.8% |
| YTD | -13.9% | -21.8% | +7.9% | -13.4% |
| 1Y | -5.1% | -7.7% | +2.7% | -6.2% |
| All | -5.1% | -8.5% | +3.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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