+493.6%
COR vs MTB
+119.7%
+373.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.2% | -2.0% | +0.8% | -0.7% |
| 30D | +7.6% | +0.1% | +7.5% | +7.6% |
| 3M | +5.0% | -12.1% | +17.1% | +8.2% |
| 6M | +35.3% | +7.3% | +28.0% | +32.9% |
| YTD | +4.2% | +11.5% | -7.3% | +1.1% |
| 1Y | -3.4% | +21.3% | -24.7% | -8.3% |
| 3Y | +81.1% | +104.1% | -23.0% | +45.8% |
| 5Y | +195.8% | +61.8% | +134.0% | +146.7% |
| 10Y | +493.6% | +115.4% | +378.2% | +326.6% |
| All | +493.6% | +119.7% | +373.8% | +326.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling