+3,308.0%
MCD vs COF
+5,862.7%
-2,554.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | +1.8% | -4.6% | -3.1% |
| 30D | -6.0% | -0.6% | -5.5% | -6.0% |
| 3M | -5.6% | +20.3% | -25.9% | -8.4% |
| 6M | -21.9% | +13.0% | -34.9% | -23.5% |
| YTD | -14.7% | -8.3% | -6.4% | -14.1% |
| 1Y | -17.3% | -1.5% | -15.8% | -17.8% |
| 3Y | -2.2% | +122.3% | -124.4% | -16.2% |
| 5Y | +20.3% | +52.5% | -32.2% | +7.4% |
| 10Y | +180.7% | +264.9% | -84.2% | +110.4% |
| All | +3,308.0% | +5,862.7% | -2,554.8% | +1,475.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling