+10,308.0%
MU vs COF
+5,862.7%
+4,445.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | +9.0% | +1.8% | +7.2% | +8.2% |
| 30D | +13.8% | -0.6% | +14.4% | +13.9% |
| 3M | +2.1% | +20.3% | -18.2% | -5.4% |
| 6M | +153.8% | +13.0% | +140.8% | +139.8% |
| YTD | +256.4% | -8.3% | +264.7% | +263.6% |
| 1Y | +719.8% | -1.5% | +721.2% | +709.7% |
| 3Y | +1,360.4% | +122.3% | +1,238.1% | +938.1% |
| 5Y | +1,312.4% | +52.5% | +1,259.9% | +1,047.8% |
| 10Y | +6,142.6% | +264.9% | +5,877.7% | +3,361.2% |
| All | +10,308.0% | +5,862.7% | +4,445.2% | +2,249.2% |
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