+504.3%
MUU vs COF
-4.4%
+508.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.1% | -12.8% | -13.3% |
| 7D | -35.9% | +0.7% | -36.6% | -36.2% |
| 30D | -47.1% | +5.7% | -52.9% | -49.0% |
| 3M | -29.8% | -6.7% | -23.1% | -26.9% |
| 6M | +16.0% | +9.5% | +6.5% | +7.6% |
| YTD | +286.1% | -13.9% | +300.0% | +318.8% |
| 1Y | +504.3% | -5.1% | +509.4% | +490.9% |
| All | +504.3% | -4.4% | +508.8% | +490.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling