+256.8%
COF vs MP
+450.8%
-194.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +1.8% | -2.9% | +4.7% | +2.2% |
| 30D | -0.6% | +13.8% | -14.4% | -2.5% |
| 3M | +20.3% | -16.7% | +37.0% | +22.4% |
| 6M | +13.0% | -11.5% | +24.5% | +13.0% |
| YTD | -8.3% | +7.9% | -16.3% | -11.6% |
| 1Y | -1.5% | -15.0% | +13.6% | -3.3% |
| 3Y | +122.3% | +153.5% | -31.3% | +66.8% |
| 5Y | +52.5% | +58.7% | -6.2% | +21.2% |
| All | +256.8% | +450.8% | -194.0% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling