+336.7%
COP vs MDY
+165.3%
+171.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +4.4% | +2.3% | +2.1% | +2.1% |
| 30D | 0.0% | +2.0% | -2.0% | -2.4% |
| 3M | +15.0% | -5.6% | +20.7% | +20.7% |
| 6M | +22.0% | +1.3% | +20.7% | +18.3% |
| YTD | +55.3% | +12.3% | +43.0% | +33.8% |
| 1Y | +64.1% | +15.8% | +48.3% | +36.9% |
| 3Y | +34.1% | +56.5% | -22.4% | -20.7% |
| 5Y | +133.4% | +35.1% | +98.2% | +57.5% |
| All | +336.7% | +165.3% | +171.4% | +52.7% |
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