+420.1%
CORZ vs MDB
-11.7%
+431.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.1% |
| 7D | +8.4% | -17.4% | +25.8% | +13.7% |
| 30D | -17.8% | -2.0% | -15.8% | -18.7% |
| 3M | -35.9% | -3.0% | -32.9% | -36.9% |
| 6M | +12.9% | +48.7% | -35.7% | -6.0% |
| YTD | +22.9% | -12.1% | +35.0% | +21.0% |
| 1Y | +31.4% | +14.5% | +16.9% | +16.2% |
| All | +420.1% | -11.7% | +431.8% | +401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling