+242.0%
COF vs MKC
+29.9%
+212.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | -5.1% | -1.5% | -3.7% | -4.8% |
| 30D | -6.0% | -3.1% | -2.9% | -5.3% |
| 3M | +14.8% | +5.2% | +9.6% | +13.0% |
| 6M | +15.3% | -12.8% | +28.2% | +19.0% |
| YTD | -13.0% | -23.3% | +10.2% | -7.5% |
| 1Y | -5.7% | -24.1% | +18.4% | +0.3% |
| 3Y | +118.1% | -32.1% | +150.2% | +137.4% |
| 5Y | +46.2% | -32.8% | +79.0% | +56.9% |
| All | +242.0% | +29.9% | +212.1% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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