+45.4%
COF vs MDB
-22.0%
+67.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.5% |
| 7D | -6.1% | -2.8% | -3.3% | -5.7% |
| 30D | -5.2% | -14.9% | +9.7% | -3.1% |
| 3M | +17.0% | +7.3% | +9.7% | +14.6% |
| 6M | +12.9% | +38.2% | -25.3% | +4.7% |
| YTD | -13.5% | -10.9% | -2.6% | -14.4% |
| 1Y | -5.9% | +11.6% | -17.5% | -10.8% |
| 3Y | +117.1% | -0.9% | +118.0% | +96.2% |
| 5Y | +45.4% | -23.5% | +68.9% | +21.0% |
| All | +45.4% | -22.0% | +67.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling