+79.7%
COR vs MKC
-22.3%
+102.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +2.9% | -7.3% | +10.1% | +3.8% |
| 30D | +5.8% | +4.0% | +1.9% | +5.4% |
| 3M | +11.4% | -11.5% | +22.9% | +12.9% |
| 6M | +34.5% | +1.1% | +33.4% | +34.3% |
| YTD | +4.1% | -29.9% | +34.0% | +7.5% |
| 1Y | -3.1% | -27.0% | +23.9% | -0.5% |
| All | +79.7% | -22.3% | +102.0% | +90.7% |
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