+322.1%
CORZ vs MDY
+36.4%
+285.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.2% |
| 7D | +23.5% | +2.3% | +21.2% | +18.5% |
| 30D | +7.5% | +2.0% | +5.5% | +4.4% |
| 3M | -26.6% | -5.6% | -21.0% | -16.4% |
| 6M | -39.5% | +1.3% | -40.8% | -39.3% |
| YTD | -0.3% | +12.3% | -12.6% | -15.8% |
| 1Y | -4.2% | +15.8% | -20.0% | -23.4% |
| All | +322.1% | +36.4% | +285.7% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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