+17,451.9%
COR vs MKC
+1,713.3%
+15,738.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +2.8% | -5.9% | +8.6% | +4.6% |
| 30D | +4.5% | -0.9% | +5.4% | +4.7% |
| 3M | +22.7% | +12.7% | +9.9% | +17.9% |
| 6M | -9.7% | -19.3% | +9.6% | -4.4% |
| YTD | -1.4% | -22.2% | +20.7% | +5.0% |
| 1Y | +13.9% | -23.3% | +37.3% | +21.7% |
| 3Y | +94.0% | -30.0% | +124.0% | +109.3% |
| 5Y | +184.0% | -33.8% | +217.8% | +208.2% |
| 10Y | +406.8% | +24.4% | +382.3% | +340.9% |
| All | +17,451.9% | +1,713.3% | +15,738.5% | +7,403.2% |
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