+5,555.9%
COF vs MRSH
+2,875.8%
+2,680.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -5.1% | -4.8% | -0.4% | -1.4% |
| 30D | -6.0% | -6.3% | +0.3% | -1.1% |
| 3M | +14.8% | +5.8% | +9.0% | +8.5% |
| 6M | +15.3% | +2.8% | +12.5% | +10.4% |
| YTD | -13.0% | -3.1% | -9.9% | -13.5% |
| 1Y | -5.7% | -11.3% | +5.6% | +0.2% |
| 3Y | +118.1% | -5.0% | +123.1% | +113.4% |
| 5Y | +46.2% | +19.2% | +27.0% | +18.2% |
| 10Y | +246.1% | +217.4% | +28.7% | +29.7% |
| All | +5,555.9% | +2,875.8% | +2,680.1% | +382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling