-12.5%
COF vs MDLN
-7.5%
-5.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.0% |
| 7D | -6.1% | -11.5% | +5.4% | -4.2% |
| 30D | -5.2% | -7.6% | +2.4% | -4.0% |
| 3M | +17.0% | -11.4% | +28.4% | +19.5% |
| 6M | +12.9% | -24.5% | +37.4% | +17.7% |
| YTD | -13.5% | -22.9% | +9.3% | -8.5% |
| All | -12.5% | -7.5% | -5.1% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling