+17.7%
COF vs MULL
+2,481.0%
-2,463.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.4% |
| 7D | +1.2% | +14.0% | -12.8% | +0.3% |
| 30D | -1.4% | +24.8% | -26.2% | -3.3% |
| 3M | +19.0% | -16.1% | +35.1% | +16.3% |
| 6M | +14.9% | +330.9% | -316.0% | -10.3% |
| YTD | -10.7% | +545.0% | -555.7% | -35.5% |
| 1Y | -1.3% | +2,427.1% | -2,428.4% | -45.0% |
| All | +17.7% | +2,481.0% | -2,463.3% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 all: compounded portfolio wealth divided by compounded MULL 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…
all analysis · Full analysis span regression · 6 months rolling