+228.8%
MU vs COF
-10.2%
+239.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +12.8% | -3.4% | +16.2% | +13.9% |
| 30D | -14.9% | +0.4% | -15.2% | -14.9% |
| 3M | -18.0% | -12.5% | -5.5% | -14.8% |
| 6M | -3.1% | +8.3% | -11.4% | -6.0% |
| YTD | +172.9% | -18.6% | +191.5% | +185.3% |
| 1Y | +228.8% | -8.6% | +237.5% | +223.1% |
| All | +228.8% | -10.2% | +239.0% | +223.1% |
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 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