-5.7%
COF vs MTUM
+21.2%
-26.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | -5.1% | +0.7% | -5.9% | -5.4% |
| 30D | -6.0% | -2.4% | -3.6% | -5.3% |
| 3M | +14.8% | -3.6% | +18.5% | +15.0% |
| 6M | +15.3% | +23.7% | -8.3% | -3.9% |
| YTD | -13.0% | +22.9% | -36.0% | -27.3% |
| 1Y | -5.7% | +21.8% | -27.5% | -20.0% |
| All | -5.7% | +21.2% | -26.9% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling