+17.1%
MCHP vs COF
-4.6%
+21.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.4% |
| 7D | 0.0% | -5.1% | +5.2% | +2.2% |
| 30D | -6.0% | -6.0% | 0.0% | -3.7% |
| 3M | -19.7% | +14.8% | -34.5% | -24.9% |
| 6M | +14.0% | +15.3% | -1.3% | +6.1% |
| YTD | +18.4% | -13.0% | +31.5% | +25.1% |
| 1Y | +17.1% | -5.7% | +22.8% | +12.8% |
| All | +17.1% | -4.6% | +21.7% | +12.8% |
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