-6.0%
CORZ vs MDLN
+15.3%
-21.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +18.4% | -28.8% | -8.5% |
| 7D | -14.9% | +24.7% | -39.6% | -13.1% |
| 30D | -23.1% | +12.7% | -35.8% | -21.4% |
| 3M | -44.1% | -4.0% | -40.0% | -43.9% |
| 6M | -39.5% | -8.7% | -30.8% | -38.5% |
| YTD | -12.4% | -3.9% | -8.4% | -8.4% |
| All | -6.0% | +15.3% | -21.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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