-16.8%
MCD vs COF
-2.6%
-14.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -2.9% | -2.7% | -0.2% | -2.7% |
| 30D | -6.7% | -3.4% | -3.4% | -6.6% |
| 3M | -9.6% | +15.4% | -25.0% | -10.2% |
| 6M | -22.3% | +14.4% | -36.7% | -22.8% |
| YTD | -15.4% | -12.0% | -3.5% | -15.2% |
| 1Y | -16.8% | -3.7% | -13.1% | -19.0% |
| All | -16.8% | -2.6% | -14.2% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling