-41.3%
CORZ vs MKC
-18.2%
-23.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.4% | -15.8% | -6.7% |
| 7D | -14.9% | +9.6% | -24.5% | -9.0% |
| 30D | -23.1% | +12.0% | -35.2% | -16.3% |
| 3M | -44.1% | -2.0% | -42.1% | -43.5% |
| 6M | -39.5% | +7.2% | -46.7% | -35.8% |
| YTD | -12.4% | -23.7% | +11.4% | -19.7% |
| 1Y | -41.3% | -18.3% | -23.0% | -42.9% |
| All | -41.3% | -18.2% | -23.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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