+444.5%
CORZ vs MTB
+81.4%
+363.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.1% |
| 7D | +16.6% | +2.8% | +13.8% | +14.6% |
| 30D | -10.9% | -4.2% | -6.7% | -8.4% |
| 3M | -31.0% | +7.8% | -38.8% | -34.9% |
| 6M | +26.0% | +14.8% | +11.2% | +13.5% |
| YTD | +28.6% | +20.8% | +7.9% | +10.8% |
| 1Y | +34.5% | +23.1% | +11.3% | +13.4% |
| All | +444.5% | +81.4% | +363.0% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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