+550.3%
COF vs MXL
+315.4%
+234.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -7.0% | -0.8% |
| 7D | -5.1% | +18.9% | -24.0% | -8.3% |
| 30D | -6.0% | +0.3% | -6.3% | -6.8% |
| 3M | +14.8% | -8.0% | +22.9% | +11.1% |
| 6M | +15.3% | +341.2% | -325.9% | -28.0% |
| YTD | -13.0% | +327.8% | -340.9% | -45.6% |
| 1Y | -5.7% | +364.9% | -370.6% | -42.9% |
| 3Y | +118.1% | +229.2% | -111.1% | +26.2% |
| 5Y | +46.2% | +42.8% | +3.5% | -2.2% |
| 10Y | +246.1% | +303.1% | -57.0% | +57.9% |
| All | +550.3% | +315.4% | +234.9% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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