+322.1%
CORZ vs MDB
-20.0%
+342.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +23.5% | +6.8% | +16.6% | +21.2% |
| 30D | +7.5% | -6.2% | +13.7% | +10.2% |
| 3M | -26.6% | -29.2% | +2.6% | -19.8% |
| 6M | -39.5% | +10.3% | -49.8% | -43.9% |
| YTD | -0.3% | -20.4% | +20.1% | +0.9% |
| 1Y | -4.2% | -4.8% | +0.6% | -10.1% |
| All | +322.1% | -20.0% | +342.1% | +317.9% |
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