+54.2%
COP vs MTB
+20.2%
+34.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -6.1% | -0.7% | -5.4% | -6.1% |
| 30D | +1.1% | +1.4% | -0.3% | +1.1% |
| 3M | +10.9% | -11.6% | +22.5% | +11.2% |
| 6M | +20.8% | +5.4% | +15.4% | +19.5% |
| YTD | +48.0% | +11.7% | +36.3% | +38.6% |
| All | +54.2% | +20.2% | +34.0% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling