+5,625.4%
COF vs MTB
+3,308.3%
+2,317.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.3% |
| 7D | -2.7% | +1.1% | -3.7% | -3.5% |
| 30D | -3.4% | -4.6% | +1.3% | +0.7% |
| 3M | +15.4% | +6.3% | +9.2% | +9.3% |
| 6M | +14.4% | +15.6% | -1.2% | +0.5% |
| YTD | -12.0% | +20.6% | -32.5% | -25.3% |
| 1Y | -3.7% | +22.5% | -26.3% | -19.6% |
| 3Y | +121.1% | +114.4% | +6.6% | +11.8% |
| 5Y | +47.8% | +101.9% | -54.1% | -25.8% |
| 10Y | +250.3% | +170.4% | +79.9% | +26.7% |
| All | +5,625.4% | +3,308.3% | +2,317.2% | +413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling