+281.7%
CORZ vs MDB
-20.5%
+302.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.8% |
| 7D | -7.8% | -1.0% | -6.8% | -7.3% |
| 30D | -14.8% | -14.0% | -0.8% | -10.5% |
| 3M | -32.5% | -20.3% | -12.1% | -29.0% |
| 6M | -42.7% | +10.9% | -53.6% | -47.0% |
| YTD | -9.8% | -20.9% | +11.1% | -8.6% |
| 1Y | -31.9% | -11.2% | -20.7% | -34.3% |
| All | +281.7% | -20.5% | +302.2% | +278.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling