+4,379.2%
MCHP vs COF
+5,523.6%
-1,144.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | -2.1% | -6.1% | +4.0% | +0.1% |
| 30D | -11.1% | -5.2% | -6.0% | -9.5% |
| 3M | -18.1% | +17.0% | -35.1% | -22.7% |
| 6M | +10.8% | +12.9% | -2.1% | +5.8% |
| YTD | +14.2% | -13.5% | +27.8% | +19.1% |
| 1Y | +13.5% | -5.9% | +19.3% | +14.7% |
| 3Y | -2.0% | +117.1% | -119.1% | -25.2% |
| 5Y | +1.4% | +45.4% | -44.0% | -12.4% |
| 10Y | +195.5% | +244.1% | -48.6% | +87.5% |
| All | +4,379.2% | +5,523.6% | -1,144.4% | +822.3% |
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