-8.1%
MCD vs COF
-9.1%
+0.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.3% | -2.7% |
| 7D | -1.9% | -4.5% | +2.5% | -1.6% |
| 30D | +16.6% | -2.0% | +18.6% | +16.7% |
| 3M | +0.9% | -9.7% | +10.7% | +1.4% |
| 6M | +1.5% | +8.0% | -6.5% | +1.1% |
| YTD | -8.3% | -17.7% | +9.4% | -8.0% |
| 1Y | -8.1% | -9.3% | +1.2% | -9.5% |
| All | -8.1% | -9.1% | +0.9% | -9.5% |
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