-12.5%
CORZ vs MDY
+13.9%
-26.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | +1.6% |
| 7D | +26.4% | +3.0% | +23.3% | +17.9% |
| 30D | -6.8% | +0.8% | -7.6% | -7.3% |
| 3M | -31.1% | -5.1% | -26.0% | -20.9% |
| 6M | -36.9% | +1.2% | -38.1% | -36.5% |
| YTD | -1.2% | +12.5% | -13.7% | -18.9% |
| 1Y | -12.5% | +13.8% | -26.3% | -28.2% |
| All | -12.5% | +13.9% | -26.5% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling