+263.1%
COP vs MDB
+848.0%
-584.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | -11.5% | -11.4% | -0.2% | -10.8% |
| 30D | +5.0% | -13.8% | +18.8% | +5.8% |
| 3M | +17.5% | -15.5% | +32.9% | +18.0% |
| 6M | +16.2% | +17.9% | -1.7% | +13.4% |
| YTD | +48.8% | -25.5% | +74.2% | +49.1% |
| 1Y | +64.1% | -12.1% | +76.2% | +61.9% |
| 3Y | +25.7% | -5.9% | +31.5% | +19.0% |
| 5Y | +114.4% | -43.7% | +158.1% | +103.3% |
| All | +263.1% | +848.0% | -584.9% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling