+18,329.5%
COR vs MDY
+2,662.7%
+15,666.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | +4.5% | -1.5% | +6.0% | +5.3% |
| 3M | +22.7% | +0.8% | +21.9% | +21.8% |
| 6M | -9.7% | +7.4% | -17.2% | -13.6% |
| YTD | -1.4% | +15.2% | -16.6% | -9.2% |
| 1Y | +13.9% | +16.5% | -2.6% | +4.1% |
| 3Y | +94.0% | +46.8% | +47.2% | +51.8% |
| 5Y | +184.0% | +46.0% | +138.0% | +118.4% |
| 10Y | +406.8% | +172.1% | +234.7% | +171.9% |
| All | +18,329.5% | +2,662.7% | +15,666.8% | +2,533.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling