+7,869.7%
MU vs COF
+5,197.0%
+2,672.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +12.8% | -3.4% | +16.2% | +14.3% |
| 30D | -14.9% | +0.4% | -15.2% | -15.0% |
| 3M | -18.0% | -12.5% | -5.5% | -13.7% |
| 6M | -3.1% | +8.3% | -11.4% | -6.8% |
| YTD | +172.9% | -18.6% | +191.5% | +191.7% |
| 1Y | +228.8% | -8.6% | +237.5% | +235.5% |
| 3Y | +950.8% | +94.7% | +856.2% | +690.3% |
| 5Y | +931.3% | +35.3% | +895.9% | +781.1% |
| 10Y | +4,417.7% | +185.1% | +4,232.6% | +2,653.7% |
| All | +7,869.7% | +5,197.0% | +2,672.7% | +1,784.5% |
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