+4,378.6%
COF vs MDY
+2,615.3%
+1,763.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | 0.0% |
| 7D | -2.7% | -0.8% | -1.9% | -1.6% |
| 30D | -3.4% | -3.9% | +0.5% | +1.9% |
| 3M | +15.4% | 0.0% | +15.5% | +15.6% |
| 6M | +14.4% | +8.5% | +5.9% | +2.5% |
| YTD | -12.0% | +13.2% | -25.2% | -25.2% |
| 1Y | -3.7% | +15.0% | -18.8% | -20.0% |
| 3Y | +121.1% | +49.6% | +71.5% | +30.3% |
| 5Y | +47.8% | +46.0% | +1.8% | -8.6% |
| 10Y | +250.3% | +176.4% | +74.0% | -1.0% |
| All | +4,378.6% | +2,615.3% | +1,763.3% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling