+9.7%
MCD vs COR
+81.1%
-71.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -1.9% | -1.2% | -0.8% | -1.8% |
| 30D | +16.6% | +7.6% | +9.0% | +15.2% |
| 3M | +0.9% | +5.0% | -4.0% | 0.0% |
| 6M | +1.5% | +35.3% | -33.8% | -2.8% |
| YTD | -8.3% | +4.2% | -12.5% | -9.8% |
| 1Y | -8.1% | -3.4% | -4.7% | -8.2% |
| All | +9.7% | +81.1% | -71.3% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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