+318.0%
COP vs MTB
+120.2%
+197.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | +1.1% | +1.4% | -0.3% | +0.1% |
| 3M | +10.9% | -11.6% | +22.5% | +17.7% |
| 6M | +20.8% | +5.4% | +15.4% | +16.1% |
| YTD | +48.0% | +11.7% | +36.3% | +36.9% |
| 1Y | +58.5% | +20.5% | +38.0% | +40.6% |
| 3Y | +28.1% | +104.5% | -76.4% | -17.7% |
| 5Y | +120.5% | +65.1% | +55.4% | +49.2% |
| All | +318.0% | +120.2% | +197.8% | +119.4% |
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