+18,455.8%
COR vs MTB
+2,687.0%
+15,768.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 6M | +35.3% | +7.3% | +28.0% | +32.9% |
| YTD | +4.2% | +11.5% | -7.3% | +1.2% |
| 1Y | -3.4% | +21.3% | -24.7% | -8.1% |
| 3Y | +81.1% | +104.1% | -23.0% | +48.4% |
| 5Y | +195.8% | +61.8% | +134.0% | +150.2% |
| 10Y | +493.6% | +115.4% | +378.2% | +345.2% |
| All | +18,455.8% | +2,687.0% | +15,768.8% | +8,378.3% |
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