+20.4%
MCD vs COF
+49.3%
-28.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | -2.0% | +1.2% | -3.3% | -2.2% |
| 30D | -6.1% | -1.4% | -4.7% | -6.0% |
| 3M | -7.3% | +19.0% | -26.3% | -8.9% |
| 6M | -20.9% | +14.9% | -35.8% | -22.1% |
| YTD | -14.7% | -10.7% | -4.0% | -14.0% |
| 1Y | -16.1% | -1.3% | -14.8% | -16.5% |
| 3Y | -1.5% | +124.3% | -125.8% | -14.0% |
| 5Y | +20.4% | +51.1% | -30.7% | +8.3% |
| All | +20.4% | +49.3% | -28.9% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling