+340.2%
COP vs MTB
+172.8%
+167.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.5% | +1.1% | -1.6% | -1.1% |
| 30D | +11.7% | -4.6% | +16.3% | +14.3% |
| 3M | +17.7% | +6.3% | +11.4% | +13.4% |
| 6M | +18.3% | +15.6% | +2.7% | +8.3% |
| YTD | +49.1% | +20.6% | +28.5% | +32.9% |
| 1Y | +53.3% | +22.5% | +30.8% | +35.1% |
| 3Y | +22.2% | +114.4% | -92.3% | -23.6% |
| 5Y | +193.3% | +101.9% | +91.4% | +75.4% |
| 10Y | +340.2% | +170.4% | +169.8% | +102.4% |
| All | +340.2% | +172.8% | +167.4% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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