+2,396.1%
MUU vs COF
+41.7%
+2,354.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.8% |
| 7D | -8.2% | -5.1% | -3.1% | -2.3% |
| 30D | +10.2% | -6.0% | +16.2% | +17.8% |
| 3M | -26.5% | +14.8% | -41.3% | -38.9% |
| 6M | +227.2% | +15.3% | +211.9% | +164.4% |
| YTD | +527.4% | -13.0% | +540.5% | +615.3% |
| 1Y | +1,843.7% | -5.7% | +1,849.4% | +1,841.5% |
| All | +2,396.1% | +41.7% | +2,354.3% | +1,505.1% |
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