+118.1%
COF vs MTUM
+114.7%
+3.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.3% |
| 7D | -5.1% | +0.7% | -5.9% | -5.6% |
| 30D | -6.0% | -2.4% | -3.6% | -4.6% |
| 3M | +14.8% | -3.6% | +18.5% | +15.7% |
| 6M | +15.3% | +23.7% | -8.3% | -7.4% |
| YTD | -13.0% | +22.9% | -36.0% | -29.9% |
| 1Y | -5.7% | +21.8% | -27.5% | -23.4% |
| 3Y | +118.1% | +114.4% | +3.7% | +17.1% |
| All | +118.1% | +114.7% | +3.4% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling