+193.0%
COF vs MDB
+1,017.4%
-824.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.2% |
| 7D | +1.8% | -17.4% | +19.3% | +4.3% |
| 30D | -0.6% | -2.0% | +1.5% | -0.7% |
| 3M | +20.3% | -3.0% | +23.3% | +19.8% |
| 6M | +13.0% | +48.7% | -35.7% | +4.8% |
| YTD | -8.3% | -12.1% | +3.8% | -8.9% |
| 1Y | -1.5% | +14.5% | -16.0% | -6.2% |
| 3Y | +122.3% | -6.1% | +128.4% | +106.4% |
| 5Y | +52.5% | -27.3% | +79.8% | +35.2% |
| All | +193.0% | +1,017.4% | -824.4% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling