+420.1%
CORZ vs MKC
-16.9%
+436.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.4% |
| 7D | +8.4% | -5.9% | +14.2% | +6.0% |
| 30D | -17.8% | -0.9% | -16.9% | -17.9% |
| 3M | -35.9% | +12.7% | -48.6% | -33.0% |
| 6M | +12.9% | -19.3% | +32.2% | +9.2% |
| YTD | +22.9% | -22.2% | +45.0% | +18.2% |
| 1Y | +31.4% | -23.3% | +54.7% | +27.1% |
| All | +420.1% | -16.9% | +436.9% | +511.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling