+45.4%
COF vs MDT
-19.9%
+65.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -6.1% | -1.6% | -4.5% | -5.3% |
| 30D | -5.2% | +1.0% | -6.2% | -5.7% |
| 3M | +17.0% | +15.2% | +1.8% | +8.6% |
| 6M | +12.9% | +3.7% | +9.2% | +10.6% |
| YTD | -13.5% | -3.0% | -10.6% | -12.7% |
| 1Y | -5.9% | +2.5% | -8.3% | -8.1% |
| 3Y | +117.1% | +26.5% | +90.7% | +85.0% |
| 5Y | +45.4% | -18.3% | +63.7% | +53.7% |
| All | +45.4% | -19.9% | +65.3% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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