+242.0%
COF vs MDY
+177.2%
+64.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.5% |
| 7D | -5.1% | -1.9% | -3.3% | -2.7% |
| 30D | -6.0% | -4.6% | -1.4% | +0.2% |
| 3M | +14.8% | -1.2% | +16.1% | +16.8% |
| 6M | +15.3% | +9.2% | +6.1% | +2.4% |
| YTD | -13.0% | +13.1% | -26.1% | -26.0% |
| 1Y | -5.7% | +13.0% | -18.7% | -19.7% |
| 3Y | +118.1% | +49.2% | +68.9% | +28.6% |
| 5Y | +46.2% | +47.2% | -1.0% | -10.9% |
| All | +242.0% | +177.2% | +64.8% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling