+5,625.4%
COF vs MKC
+1,996.1%
+3,629.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -2.7% | -4.3% | +1.7% | -1.0% |
| 30D | -3.4% | -3.1% | -0.3% | -2.3% |
| 3M | +15.4% | +6.8% | +8.6% | +11.8% |
| 6M | +14.4% | -18.3% | +32.8% | +22.5% |
| YTD | -12.0% | -23.1% | +11.1% | -4.3% |
| 1Y | -3.7% | -23.7% | +19.9% | +4.5% |
| 3Y | +121.1% | -31.0% | +152.1% | +145.1% |
| 5Y | +47.8% | -33.5% | +81.3% | +63.1% |
| 10Y | +250.3% | +30.3% | +220.0% | +174.3% |
| All | +5,625.4% | +1,996.1% | +3,629.3% | +1,788.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling