+338.5%
COP vs MDY
+177.2%
+161.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.5% |
| 7D | +2.3% | -1.9% | +4.2% | +4.1% |
| 30D | +8.6% | -4.6% | +13.3% | +13.4% |
| 3M | +19.9% | -1.2% | +21.1% | +20.4% |
| 6M | +19.0% | +9.2% | +9.8% | +6.5% |
| YTD | +50.0% | +13.1% | +36.9% | +29.2% |
| 1Y | +50.5% | +13.0% | +37.5% | +29.4% |
| 3Y | +25.2% | +49.2% | -24.0% | -21.7% |
| 5Y | +194.3% | +47.2% | +147.0% | +79.8% |
| All | +338.5% | +177.2% | +161.3% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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