+181.3%
MCD vs COF
+248.5%
-67.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -2.9% | -2.7% | -0.2% | -2.3% |
| 30D | -6.7% | -3.4% | -3.4% | -6.1% |
| 3M | -9.6% | +15.4% | -25.0% | -12.5% |
| 6M | -22.3% | +14.4% | -36.7% | -24.8% |
| YTD | -15.4% | -12.0% | -3.5% | -13.9% |
| 1Y | -16.8% | -3.7% | -13.1% | -17.1% |
| 3Y | -2.4% | +121.1% | -123.5% | -23.5% |
| 5Y | +19.4% | +47.8% | -28.5% | +1.2% |
| 10Y | +181.3% | +250.3% | -69.0% | +69.4% |
| All | +181.3% | +248.5% | -67.2% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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