+118.1%
COF vs MRSH
-4.9%
+123.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -5.1% | -4.8% | -0.4% | -3.8% |
| 30D | -6.0% | -6.3% | +0.3% | -4.3% |
| 3M | +14.8% | +5.8% | +9.0% | +12.7% |
| 6M | +15.3% | +2.8% | +12.5% | +13.8% |
| YTD | -13.0% | -3.1% | -9.9% | -12.7% |
| 1Y | -5.7% | -11.3% | +5.6% | -2.3% |
| 3Y | +118.1% | -5.0% | +123.1% | +130.8% |
| All | +118.1% | -4.9% | +123.0% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 3y: compounded portfolio wealth divided by compounded MRSH 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…
3y analysis · Full analysis span regression · 6 months rolling