+50.5%
COP vs MDY
+14.6%
+35.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.4% |
| 7D | +2.3% | -1.9% | +4.2% | +1.8% |
| 30D | +8.6% | -4.6% | +13.3% | +7.4% |
| 3M | +19.9% | -1.2% | +21.1% | +19.5% |
| 6M | +19.0% | +9.2% | +9.8% | +17.7% |
| YTD | +50.0% | +13.1% | +36.9% | +44.3% |
| 1Y | +50.5% | +13.0% | +37.5% | +44.6% |
| All | +50.5% | +14.6% | +35.9% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling