+214.6%
COF vs MP
+278.3%
-63.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.0% |
| 7D | -5.0% | +11.0% | -16.0% | -6.4% |
| 30D | -2.3% | -11.7% | +9.5% | -0.8% |
| 3M | -12.7% | -30.8% | +18.1% | -8.6% |
| 6M | +6.2% | -42.9% | +49.1% | +13.0% |
| YTD | -19.2% | -25.9% | +6.7% | -18.3% |
| 1Y | -11.5% | -37.3% | +25.8% | -8.7% |
| 3Y | +92.8% | +150.7% | -57.9% | +41.8% |
| 5Y | +34.3% | -19.3% | +53.6% | +16.1% |
| All | +214.6% | +278.3% | -63.7% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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