+395.2%
COR vs MKC
+29.9%
+365.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.8% | -1.5% | -1.4% | -2.4% |
| 30D | +2.6% | -3.1% | +5.7% | +3.4% |
| 3M | +14.5% | +5.2% | +9.3% | +12.4% |
| 6M | -7.8% | -12.8% | +5.0% | -4.6% |
| YTD | -4.2% | -23.3% | +19.1% | +2.4% |
| 1Y | +7.0% | -24.1% | +31.1% | +14.6% |
| 3Y | +85.5% | -32.1% | +117.6% | +103.2% |
| 5Y | +181.2% | -32.8% | +214.0% | +203.7% |
| All | +395.2% | +29.9% | +365.3% | +354.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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