+240.0%
COF vs MMM
+53.9%
+186.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.2% |
| 7D | -6.1% | -3.2% | -2.8% | -4.0% |
| 30D | -5.2% | -10.7% | +5.5% | +2.3% |
| 3M | +17.0% | +4.3% | +12.7% | +13.4% |
| 6M | +12.9% | +5.9% | +7.0% | +7.9% |
| YTD | -13.5% | +3.2% | -16.7% | -16.5% |
| 1Y | -5.9% | +8.0% | -13.9% | -12.6% |
| 3Y | +117.1% | +99.1% | +18.0% | +24.0% |
| 5Y | +45.4% | +25.7% | +19.6% | +20.1% |
| All | +240.0% | +53.9% | +186.2% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling