+17,451.9%
COR vs MTB
+2,935.8%
+14,516.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +2.8% | +1.7% | +1.0% | +2.4% |
| 30D | +4.5% | -4.2% | +8.7% | +5.5% |
| 3M | +22.7% | +8.9% | +13.8% | +20.1% |
| 6M | -9.7% | +10.9% | -20.6% | -12.1% |
| YTD | -1.4% | +21.5% | -22.9% | -6.2% |
| 1Y | +13.9% | +21.9% | -8.0% | +8.2% |
| 3Y | +94.0% | +109.2% | -15.3% | +57.8% |
| 5Y | +184.0% | +102.0% | +82.0% | +127.3% |
| 10Y | +406.8% | +171.9% | +234.8% | +260.4% |
| All | +17,451.9% | +2,935.8% | +14,516.1% | +7,763.9% |
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