-12.0%
COF vs MDLN
-7.1%
-5.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | -5.1% | -11.1% | +6.0% | -3.3% |
| 30D | -6.0% | -8.4% | +2.3% | -4.7% |
| 3M | +14.8% | -12.4% | +27.2% | +17.3% |
| 6M | +15.3% | -23.3% | +38.6% | +20.1% |
| YTD | -13.0% | -22.5% | +9.5% | -8.0% |
| All | -12.0% | -7.1% | -5.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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