+180.9%
COR vs MDY
+45.8%
+135.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.2% |
| 7D | -3.9% | -0.8% | -3.1% | -3.7% |
| 30D | -0.3% | -3.9% | +3.5% | +0.4% |
| 3M | +15.9% | 0.0% | +15.9% | +15.7% |
| 6M | -10.3% | +8.5% | -18.8% | -12.0% |
| YTD | -3.7% | +13.2% | -16.9% | -6.4% |
| 1Y | +9.1% | +15.0% | -5.9% | +5.6% |
| 3Y | +86.6% | +49.6% | +37.0% | +65.8% |
| 5Y | +180.9% | +46.0% | +134.9% | +149.3% |
| All | +180.9% | +45.8% | +135.1% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling