+269.8%
CORZ vs MKC
-22.8%
+292.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.1% | +9.2% | +7.7% |
| 7D | +1.7% | -1.9% | +3.6% | +1.4% |
| 30D | -17.5% | +8.0% | -25.4% | -14.2% |
| 3M | -39.5% | -8.6% | -30.8% | -40.6% |
| 6M | -44.5% | +1.1% | -45.6% | -43.4% |
| YTD | -12.6% | -27.7% | +15.0% | -17.3% |
| 1Y | -37.0% | -23.7% | -13.3% | -39.5% |
| All | +269.8% | -22.8% | +292.5% | +327.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling