+247.7%
COF vs MP
+459.3%
-211.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.8% |
| 7D | +1.2% | +3.0% | -1.8% | +0.8% |
| 30D | -1.4% | +8.3% | -9.7% | -2.6% |
| 3M | +19.0% | -3.8% | +22.9% | +18.8% |
| 6M | +14.9% | -4.9% | +19.8% | +13.7% |
| YTD | -10.7% | +9.6% | -20.3% | -14.1% |
| 1Y | -1.3% | -11.7% | +10.4% | -3.7% |
| 3Y | +124.3% | +158.5% | -34.2% | +67.8% |
| 5Y | +51.1% | +68.9% | -17.8% | +19.3% |
| All | +247.7% | +459.3% | -211.6% | +104.2% |
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