+18,237.3%
COR vs MTB
+2,719.2%
+15,518.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | +6.8% | +2.4% | +4.4% | +6.2% |
| 3M | +8.1% | -10.5% | +18.6% | +10.9% |
| 6M | +33.0% | +6.4% | +26.6% | +30.9% |
| YTD | +3.0% | +12.8% | -9.8% | -0.3% |
| 1Y | -3.4% | +23.3% | -26.7% | -8.5% |
| 3Y | +80.1% | +108.2% | -28.1% | +46.9% |
| 5Y | +194.7% | +68.6% | +126.1% | +146.8% |
| 10Y | +512.3% | +125.3% | +387.0% | +354.5% |
| All | +18,237.3% | +2,719.2% | +15,518.1% | +8,256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling