-11.5%
COF vs MP
-39.6%
+28.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -1.9% |
| 7D | -5.0% | +11.0% | -16.0% | -5.8% |
| 30D | -2.3% | -11.7% | +9.5% | -1.4% |
| 3M | -12.7% | -30.8% | +18.1% | -10.5% |
| 6M | +6.2% | -42.9% | +49.1% | +9.7% |
| YTD | -19.2% | -25.9% | +6.7% | -19.7% |
| 1Y | -11.5% | -37.3% | +25.8% | -11.3% |
| All | -11.5% | -39.6% | +28.1% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling