+242.0%
COF vs MTUM
+357.8%
-115.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.6% |
| 7D | -5.1% | +0.7% | -5.9% | -5.8% |
| 30D | -6.0% | -2.4% | -3.6% | -4.2% |
| 3M | +14.8% | -3.6% | +18.5% | +16.0% |
| 6M | +15.3% | +23.7% | -8.3% | -9.5% |
| YTD | -13.0% | +22.9% | -36.0% | -31.5% |
| 1Y | -5.7% | +21.8% | -27.5% | -25.1% |
| 3Y | +118.1% | +114.4% | +3.7% | -0.4% |
| 5Y | +46.2% | +79.6% | -33.3% | -20.7% |
| All | +242.0% | +357.8% | -115.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 10y: compounded portfolio wealth divided by compounded MTUM 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…
10y analysis · Full analysis span regression · 6 months rolling