+425.9%
CORZ vs MCO
+23.9%
+401.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.8% |
| 7D | +7.6% | -3.1% | +10.8% | +9.2% |
| 30D | -6.9% | -0.5% | -6.4% | -7.1% |
| 3M | -33.0% | +5.7% | -38.7% | -36.7% |
| 6M | +19.3% | +3.0% | +16.3% | +13.7% |
| YTD | +24.2% | -6.5% | +30.7% | +26.3% |
| 1Y | +24.5% | -5.8% | +30.3% | +24.1% |
| All | +425.9% | +23.9% | +401.9% | +312.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling