+259.8%
COP vs MDB
+978.8%
-719.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +0.8% |
| 7D | -0.8% | -18.0% | +17.2% | +0.4% |
| 30D | +15.6% | -10.7% | +26.3% | +16.2% |
| 3M | +14.3% | +1.0% | +13.4% | +13.7% |
| 6M | +17.0% | +31.6% | -14.6% | +13.6% |
| YTD | +47.4% | -15.2% | +62.6% | +47.1% |
| 1Y | +52.4% | +10.1% | +42.3% | +48.5% |
| 3Y | +20.8% | -5.6% | +26.5% | +15.0% |
| 5Y | +191.7% | -24.5% | +216.2% | +169.4% |
| All | +259.8% | +978.8% | -719.0% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling