+43.1%
COF vs MTB
+104.1%
-61.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.3% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -6.0% | -4.8% | -1.2% | -2.4% |
| 3M | +14.8% | +6.0% | +8.9% | +9.8% |
| 6M | +15.3% | +19.6% | -4.3% | +0.6% |
| YTD | -13.0% | +21.5% | -34.5% | -24.8% |
| 1Y | -5.7% | +24.7% | -30.4% | -20.1% |
| 3Y | +118.1% | +108.6% | +9.6% | +31.8% |
| All | +43.1% | +104.1% | -61.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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