+45.4%
COF vs MUB
+0.7%
+44.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.2% |
| 7D | -6.1% | -1.2% | -4.8% | -5.2% |
| 30D | -5.2% | -2.8% | -2.4% | -3.2% |
| 3M | +17.0% | -3.1% | +20.1% | +19.7% |
| 6M | +12.9% | -2.9% | +15.8% | +15.4% |
| YTD | -13.5% | -2.0% | -11.5% | -12.1% |
| 1Y | -5.9% | 0.0% | -5.8% | -5.3% |
| 3Y | +117.1% | +7.4% | +109.7% | +102.9% |
| 5Y | +45.4% | +0.8% | +44.6% | +1.7% |
| All | +45.4% | +0.7% | +44.7% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling