+18,429.3%
COR vs MKC
+1,533.1%
+16,896.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +2.9% | -7.3% | +10.1% | +5.2% |
| 30D | +5.8% | +4.0% | +1.9% | +4.5% |
| 3M | +11.4% | -11.5% | +22.9% | +15.2% |
| 6M | +34.5% | +1.1% | +33.4% | +33.2% |
| YTD | +4.1% | -29.9% | +34.0% | +14.1% |
| 1Y | -3.1% | -27.0% | +23.9% | +4.9% |
| 3Y | +80.9% | -22.3% | +103.2% | +88.5% |
| 5Y | +195.1% | -36.0% | +231.1% | +222.1% |
| 10Y | +492.7% | +24.2% | +468.6% | +415.5% |
| All | +18,429.3% | +1,533.1% | +16,896.2% | +8,052.9% |
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