+60.7%
COP vs MDB
-8.5%
+69.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -5.2% |
| 7D | -8.1% | -16.5% | +8.4% | -8.8% |
| 30D | +6.7% | -8.6% | +15.2% | +6.3% |
| 3M | +16.9% | -13.6% | +30.5% | +16.5% |
| 6M | +11.2% | +24.1% | -12.9% | +13.3% |
| YTD | +49.5% | -21.8% | +71.3% | +46.7% |
| 1Y | +60.7% | -7.7% | +68.4% | +58.3% |
| All | +60.7% | -8.5% | +69.2% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling