+421.5%
CORZ vs MCO
+24.0%
+397.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.5% |
| 7D | +0.3% | -3.8% | +4.0% | +2.1% |
| 30D | -14.0% | -0.4% | -13.6% | -14.2% |
| 3M | -34.1% | +7.7% | -41.8% | -38.4% |
| 6M | +8.5% | +7.0% | +1.5% | +0.7% |
| YTD | +23.2% | -6.4% | +29.6% | +25.2% |
| 1Y | +15.4% | -7.6% | +23.0% | +17.7% |
| All | +421.5% | +24.0% | +397.5% | +308.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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