+5,744.5%
MU vs COF
+246.6%
+5,497.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -3.9% |
| 7D | +2.0% | -6.1% | +8.1% | +5.5% |
| 30D | +12.5% | -5.2% | +17.7% | +15.6% |
| 3M | +9.6% | +17.0% | -7.4% | +0.2% |
| 6M | +142.6% | +12.9% | +129.7% | +124.3% |
| YTD | +242.7% | -13.5% | +256.2% | +262.9% |
| 1Y | +599.3% | -5.9% | +605.1% | +602.9% |
| 3Y | +1,308.3% | +117.1% | +1,191.2% | +784.3% |
| 5Y | +1,263.7% | +45.4% | +1,218.3% | +930.8% |
| All | +5,744.5% | +246.6% | +5,497.8% | +2,709.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling