+491.1%
COR vs MDY
+165.3%
+325.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +7.6% | +2.3% | +5.4% | +6.5% |
| 30D | +6.8% | +2.0% | +4.8% | +5.8% |
| 3M | +16.0% | -5.6% | +21.7% | +19.4% |
| 6M | +41.0% | +1.3% | +39.7% | +39.6% |
| YTD | +6.9% | +12.3% | -5.4% | 0.0% |
| 1Y | -1.0% | +15.8% | -16.8% | -9.0% |
| 3Y | +84.6% | +56.5% | +28.1% | +37.9% |
| 5Y | +203.3% | +35.1% | +168.1% | +143.6% |
| All | +491.1% | +165.3% | +325.7% | +209.3% |
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