+395.2%
COR vs MDY
+177.2%
+218.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -2.8% | -1.9% | -1.0% | -1.9% |
| 30D | +2.6% | -4.6% | +7.2% | +4.9% |
| 3M | +14.5% | -1.2% | +15.7% | +14.9% |
| 6M | -7.8% | +9.2% | -17.0% | -12.5% |
| YTD | -4.2% | +13.1% | -17.3% | -10.8% |
| 1Y | +7.0% | +13.0% | -6.0% | -0.6% |
| 3Y | +85.5% | +49.2% | +36.3% | +42.2% |
| 5Y | +181.2% | +47.2% | +134.0% | +111.8% |
| All | +395.2% | +177.2% | +218.0% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling