+15.4%
CORZ vs MCK
+25.1%
-9.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +0.3% | -2.9% | +3.2% | -1.0% |
| 30D | -14.0% | +0.4% | -14.5% | -13.9% |
| 3M | -34.1% | +12.1% | -46.2% | -30.2% |
| 6M | +8.5% | -5.4% | +13.9% | +13.1% |
| YTD | +23.2% | +7.8% | +15.4% | +33.1% |
| 1Y | +15.4% | +22.9% | -7.6% | +27.3% |
| All | +15.4% | +25.1% | -9.8% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling