+1,384.0%
MU vs COF
+119.0%
+1,265.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.5% |
| 7D | +7.5% | -2.7% | +10.1% | +8.9% |
| 30D | +19.4% | -3.4% | +22.7% | +21.2% |
| 3M | +9.8% | +15.4% | -5.6% | +1.3% |
| 6M | +164.1% | +14.4% | +149.7% | +142.5% |
| YTD | +260.3% | -12.0% | +272.3% | +279.5% |
| 1Y | +661.2% | -3.7% | +664.9% | +656.2% |
| All | +1,384.0% | +119.0% | +1,265.1% | +974.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling