+41.7%
COF vs MP
-5.6%
+47.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -1.7% |
| 7D | -1.5% | -10.5% | +9.1% | +0.1% |
| 30D | +3.0% | -23.5% | +26.6% | +6.9% |
| 3M | -7.9% | -25.4% | +17.5% | -4.4% |
| 6M | +5.2% | -51.3% | +56.5% | +15.2% |
| YTD | -15.7% | -29.9% | +14.2% | -14.1% |
| 1Y | -5.5% | -31.8% | +26.4% | -4.0% |
| 3Y | +100.5% | +127.0% | -26.5% | +38.0% |
| All | +41.7% | -5.6% | +47.3% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling