+8,207.5%
MU vs COF
+5,252.1%
+2,955.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.2% | +11.6% |
| 7D | +2.0% | -4.5% | +6.5% | +4.0% |
| 30D | -18.0% | -2.0% | -16.0% | -17.3% |
| 3M | -6.6% | -9.7% | +3.2% | -2.9% |
| 6M | +2.0% | +8.0% | -6.0% | -1.7% |
| YTD | +184.5% | -17.7% | +202.2% | +202.8% |
| 1Y | +236.9% | -9.3% | +246.2% | +244.8% |
| 3Y | +987.0% | +96.3% | +890.7% | +714.8% |
| 5Y | +1,014.6% | +37.0% | +977.7% | +847.9% |
| 10Y | +4,609.2% | +188.1% | +4,421.1% | +2,758.7% |
| All | +8,207.5% | +5,252.1% | +2,955.4% | +1,856.3% |
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