+116.9%
COF vs MUB
+7.4%
+109.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.4% |
| 7D | -6.1% | -1.2% | -4.8% | -5.4% |
| 30D | -5.2% | -2.8% | -2.4% | -3.8% |
| 3M | +17.0% | -3.1% | +20.1% | +18.9% |
| 6M | +12.9% | -2.9% | +15.8% | +14.6% |
| YTD | -13.5% | -2.0% | -11.5% | -12.3% |
| 1Y | -5.9% | 0.0% | -5.8% | -4.8% |
| All | +116.9% | +7.4% | +109.5% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling