+2,671.6%
COP vs MDY
+2,597.3%
+74.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.5% |
| 7D | +3.4% | +3.0% | +0.4% | +0.8% |
| 30D | -0.6% | +0.8% | -1.4% | -1.6% |
| 3M | +10.8% | -5.1% | +15.9% | +14.8% |
| 6M | +19.6% | +1.2% | +18.5% | +16.8% |
| YTD | +52.9% | +12.5% | +40.4% | +35.5% |
| 1Y | +62.2% | +13.8% | +48.5% | +42.2% |
| 3Y | +32.4% | +56.4% | -24.1% | -11.7% |
| 5Y | +129.7% | +35.3% | +94.4% | +69.6% |
| 10Y | +331.8% | +167.7% | +164.0% | +95.9% |
| All | +2,671.6% | +2,597.3% | +74.3% | +272.7% |
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 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