+19,931.0%
COR vs MDY
+2,594.0%
+17,337.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +7.8% | +2.3% | +5.6% | +6.6% |
| 30D | +7.0% | +2.0% | +5.0% | +6.0% |
| 3M | +16.3% | -5.6% | +21.9% | +19.8% |
| 6M | +41.3% | +1.3% | +40.0% | +39.9% |
| YTD | +7.1% | +12.3% | -5.2% | 0.0% |
| 1Y | -0.8% | +15.8% | -16.6% | -9.0% |
| 3Y | +85.0% | +56.5% | +28.5% | +39.9% |
| 5Y | +203.9% | +35.1% | +168.7% | +143.9% |
| 10Y | +510.3% | +167.4% | +342.8% | +230.3% |
| All | +19,931.0% | +2,594.0% | +17,337.0% | +2,800.0% |
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 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