+87.4%
COR vs MKC
-29.9%
+117.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.9% |
| 7D | -1.9% | -4.3% | +2.5% | -1.5% |
| 30D | +1.5% | -2.0% | +3.5% | +1.7% |
| 3M | +18.7% | +10.0% | +8.7% | +17.5% |
| 6M | -9.0% | -18.5% | +9.5% | -8.0% |
| YTD | -3.3% | -22.4% | +19.1% | -1.7% |
| 1Y | +9.8% | -23.6% | +33.5% | +11.7% |
| 3Y | +87.4% | -30.4% | +117.8% | +87.7% |
| All | +87.4% | -29.9% | +117.2% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling