+8,250.8%
MO vs COF
+5,625.4%
+2,625.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -2.4% | -2.7% | +0.2% | -2.1% |
| 30D | +3.6% | -3.4% | +6.9% | +3.9% |
| 3M | -3.7% | +15.4% | -19.1% | -5.4% |
| 6M | +4.5% | +14.4% | -9.9% | +2.6% |
| YTD | +21.5% | -12.0% | +33.5% | +22.5% |
| 1Y | +9.5% | -3.7% | +13.3% | +9.2% |
| 3Y | +93.6% | +121.1% | -27.5% | +72.5% |
| 5Y | +97.5% | +47.8% | +49.7% | +82.0% |
| 10Y | +111.2% | +250.3% | -139.2% | +72.0% |
| All | +8,250.8% | +5,625.4% | +2,625.4% | +4,437.0% |
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