+193.3%
COP vs MDY
+45.8%
+147.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.7% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | +11.7% | -3.9% | +15.6% | +14.2% |
| 3M | +17.7% | 0.0% | +17.7% | +17.0% |
| 6M | +18.3% | +8.5% | +9.8% | +10.7% |
| YTD | +49.1% | +13.2% | +35.8% | +35.2% |
| 1Y | +53.3% | +15.0% | +38.3% | +37.4% |
| 3Y | +22.2% | +49.6% | -27.4% | -9.5% |
| 5Y | +193.3% | +46.0% | +147.3% | +119.1% |
| All | +193.3% | +45.8% | +147.5% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling