+2,556.8%
COP vs MDY
+2,662.7%
-105.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | +17.5% | -1.5% | +19.0% | +18.7% |
| 3M | +13.4% | +0.8% | +12.6% | +11.8% |
| 6M | +17.7% | +7.4% | +10.3% | +9.0% |
| YTD | +46.6% | +15.2% | +31.4% | +28.0% |
| 1Y | +44.6% | +16.5% | +28.1% | +24.9% |
| 3Y | +20.7% | +46.8% | -26.1% | -14.9% |
| 5Y | +185.0% | +46.0% | +139.0% | +98.5% |
| 10Y | +347.0% | +172.1% | +174.9% | +101.1% |
| All | +2,556.8% | +2,662.7% | -105.8% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling