+18,977.1%
COR vs MKC
+1,552.5%
+17,424.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.6% |
| 7D | +7.8% | -3.0% | +10.8% | +8.8% |
| 30D | +7.0% | +4.8% | +2.2% | +5.4% |
| 3M | +16.3% | -12.8% | +29.1% | +20.8% |
| 6M | +41.3% | +5.0% | +36.3% | +38.4% |
| YTD | +7.1% | -29.1% | +36.2% | +17.1% |
| 1Y | -0.8% | -26.4% | +25.6% | +7.1% |
| 3Y | +85.0% | -21.6% | +106.6% | +92.3% |
| 5Y | +203.9% | -35.2% | +239.1% | +230.5% |
| 10Y | +510.3% | +25.6% | +484.6% | +428.9% |
| All | +18,977.1% | +1,552.5% | +17,424.6% | +8,264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling