-5.1%
COF vs MMM
+22.1%
-27.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.5% | -10.7% | -4.4% |
| 7D | +0.7% | +12.2% | -11.5% | -3.6% |
| 30D | +5.7% | +18.8% | -13.1% | -1.1% |
| 3M | -6.7% | +7.4% | -14.1% | -8.9% |
| 6M | +9.5% | +38.3% | -28.8% | -3.6% |
| YTD | -13.9% | +22.9% | -36.7% | -21.5% |
| 1Y | -5.1% | +23.0% | -28.1% | -17.0% |
| All | -5.1% | +22.1% | -27.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling