+118.1%
COF vs MKC
-31.4%
+149.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | -5.1% | -1.5% | -3.7% | -5.0% |
| 30D | -6.0% | -3.1% | -2.9% | -5.6% |
| 3M | +14.8% | +5.2% | +9.6% | +14.0% |
| 6M | +15.3% | -12.8% | +28.2% | +17.5% |
| YTD | -13.0% | -23.3% | +10.2% | -9.9% |
| 1Y | -5.7% | -24.1% | +18.4% | -2.2% |
| 3Y | +118.1% | -32.1% | +150.2% | +134.7% |
| All | +118.1% | -31.4% | +149.5% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling