+5,862.8%
COF vs MDT
+2,376.5%
+3,486.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.0% |
| 7D | +1.8% | +3.2% | -1.4% | 0.0% |
| 30D | -0.6% | +9.5% | -10.1% | -5.5% |
| 3M | +20.3% | +16.0% | +4.3% | +10.4% |
| 6M | +13.0% | +0.2% | +12.8% | +11.9% |
| YTD | -8.3% | -0.3% | -8.1% | -9.3% |
| 1Y | -1.5% | +4.7% | -6.2% | -5.5% |
| 3Y | +122.3% | +26.5% | +95.7% | +89.3% |
| 5Y | +52.5% | -18.2% | +70.7% | +63.7% |
| 10Y | +264.9% | +40.0% | +224.9% | +200.5% |
| All | +5,862.8% | +2,376.5% | +3,486.3% | +1,904.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling