+120.8%
COF vs MDB
-6.2%
+127.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -2.7% | -4.5% | +1.9% | -2.0% |
| 30D | -3.4% | -14.0% | +10.6% | -1.7% |
| 3M | +15.4% | +5.3% | +10.1% | +13.5% |
| 6M | +14.4% | +31.9% | -17.5% | +7.4% |
| YTD | -12.0% | -14.6% | +2.6% | -12.0% |
| 1Y | -3.7% | +8.2% | -12.0% | -7.9% |
| All | +120.8% | -6.2% | +127.0% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling