-29.5%
CORZ vs MTB
-0.7%
-28.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.3% | +3.4% |
| 7D | -11.2% | -1.3% | -9.9% | -9.9% |
| 30D | -26.2% | +0.5% | -26.7% | -24.9% |
| All | -29.5% | -0.7% | -28.8% | -28.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling