+242.0%
COF vs MUB
+17.2%
+224.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | 0.0% |
| 7D | -5.1% | -0.8% | -4.3% | -4.0% |
| 30D | -6.0% | -2.4% | -3.6% | -2.9% |
| 3M | +14.8% | -2.8% | +17.7% | +19.5% |
| 6M | +15.3% | -2.2% | +17.6% | +19.1% |
| YTD | -13.0% | -1.6% | -11.5% | -10.9% |
| 1Y | -5.7% | 0.0% | -5.8% | -5.6% |
| 3Y | +118.1% | +7.9% | +110.2% | +93.8% |
| 5Y | +46.2% | +1.2% | +45.0% | +43.2% |
| All | +242.0% | +17.2% | +224.8% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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