+444.5%
CORZ vs MKC
-17.1%
+461.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.6% |
| 7D | +16.6% | -4.3% | +20.9% | +14.7% |
| 30D | -10.9% | -2.0% | -8.9% | -11.3% |
| 3M | -31.0% | +10.0% | -41.0% | -28.4% |
| 6M | +26.0% | -18.5% | +44.6% | +22.1% |
| YTD | +28.6% | -22.4% | +51.1% | +23.6% |
| 1Y | +34.5% | -23.6% | +58.1% | +29.9% |
| All | +444.5% | -17.1% | +461.6% | +539.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling