+2,423.9%
MUU vs COF
+40.9%
+2,383.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.8% | -7.6% | -7.2% |
| 7D | +3.6% | -6.1% | +9.6% | +11.5% |
| 30D | +22.3% | -5.2% | +27.5% | +29.5% |
| 3M | -8.2% | +17.0% | -25.2% | -25.1% |
| 6M | +256.3% | +12.9% | +243.4% | +195.3% |
| YTD | +534.4% | -13.5% | +548.0% | +628.2% |
| 1Y | +2,163.5% | -5.9% | +2,169.4% | +2,163.3% |
| All | +2,423.9% | +40.9% | +2,383.0% | +1,534.1% |
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 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