+1,014.6%
MU vs COF
+37.7%
+976.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.2% | +11.5% |
| 7D | +2.0% | -4.5% | +6.5% | +4.7% |
| 30D | -18.0% | -2.0% | -16.0% | -17.0% |
| 3M | -6.6% | -9.7% | +3.2% | -1.4% |
| 6M | +2.0% | +8.0% | -6.0% | -3.5% |
| YTD | +184.5% | -17.7% | +202.2% | +210.5% |
| 1Y | +236.9% | -9.3% | +246.2% | +246.5% |
| 3Y | +987.0% | +96.3% | +890.7% | +602.0% |
| 5Y | +1,014.6% | +37.0% | +977.7% | +759.4% |
| All | +1,014.6% | +37.7% | +976.9% | +759.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling