+3,562.7%
MCD vs COF
+5,252.1%
-1,689.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.3% | -2.7% |
| 7D | -1.9% | -4.5% | +2.5% | -1.3% |
| 30D | +16.6% | -2.0% | +18.6% | +16.9% |
| 3M | +0.9% | -9.7% | +10.7% | +2.5% |
| 6M | +1.5% | +8.0% | -6.5% | 0.0% |
| YTD | -8.3% | -17.7% | +9.4% | -6.2% |
| 1Y | -8.1% | -9.3% | +1.2% | -7.4% |
| 3Y | +10.3% | +96.3% | -86.0% | -3.5% |
| 5Y | +23.4% | +37.0% | -13.6% | +12.2% |
| 10Y | +205.9% | +188.1% | +17.8% | +137.4% |
| All | +3,562.7% | +5,252.1% | -1,689.4% | +1,620.7% |
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