+444.5%
CORZ vs MCO
+25.7%
+418.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +5.8% |
| 7D | +16.6% | -2.7% | +19.3% | +18.0% |
| 30D | -10.9% | +0.9% | -11.8% | -11.6% |
| 3M | -31.0% | +8.7% | -39.7% | -35.8% |
| 6M | +26.0% | +2.4% | +23.6% | +21.0% |
| YTD | +28.6% | -5.2% | +33.8% | +29.9% |
| 1Y | +34.5% | -4.4% | +38.8% | +33.0% |
| All | +444.5% | +25.7% | +418.8% | +323.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling