-41.3%
CORZ vs MDB
-8.5%
-32.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.1% | -8.3% | -10.1% |
| 7D | -14.9% | -16.5% | +1.6% | -12.5% |
| 30D | -23.1% | -8.6% | -14.5% | -21.7% |
| 3M | -44.1% | -13.6% | -30.5% | -43.3% |
| 6M | -39.5% | +24.1% | -63.6% | -42.7% |
| YTD | -12.4% | -21.8% | +9.4% | -13.3% |
| 1Y | -41.3% | -7.7% | -33.6% | -41.4% |
| All | -41.3% | -8.5% | -32.8% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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