+43.1%
COF vs MMM
+26.9%
+16.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.1% |
| 7D | -5.1% | -2.1% | -3.0% | -4.0% |
| 30D | -6.0% | -9.8% | +3.8% | -0.7% |
| 3M | +14.8% | +4.9% | +9.9% | +11.7% |
| 6M | +15.3% | +7.3% | +8.0% | +10.6% |
| YTD | -13.0% | +4.5% | -17.5% | -15.9% |
| 1Y | -5.7% | +5.4% | -11.1% | -9.6% |
| 3Y | +118.1% | +98.6% | +19.6% | +46.0% |
| All | +43.1% | +26.9% | +16.3% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling