+93.2%
COF vs MDB
-9.7%
+102.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -5.0% | +11.6% | -16.6% | -6.4% |
| 30D | -2.3% | -8.9% | +6.7% | -1.3% |
| 3M | -12.7% | -22.4% | +9.7% | -10.5% |
| 6M | +6.2% | +10.1% | -3.9% | +2.2% |
| YTD | -19.2% | -19.0% | -0.1% | -19.2% |
| 1Y | -11.5% | -7.0% | -4.5% | -13.8% |
| All | +93.2% | -9.7% | +102.9% | +70.9% |
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