-36.9%
CORZ vs MDLN
+1.8%
-38.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | -1.8% |
| 7D | +26.4% | +0.6% | +25.8% | +26.5% |
| 30D | -6.8% | +12.0% | -18.8% | -3.7% |
| 3M | -31.1% | +12.6% | -43.7% | -29.1% |
| 6M | -36.9% | +3.7% | -40.6% | -35.8% |
| All | -36.9% | +1.8% | -38.7% | -35.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling