+20.8%
MCD vs COR
+203.9%
-183.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.3% |
| 7D | -1.6% | +7.8% | -9.5% | -3.4% |
| 30D | +14.1% | +7.0% | +7.1% | +12.3% |
| 3M | +0.6% | +16.3% | -15.6% | -2.9% |
| 6M | 0.0% | +41.3% | -41.3% | -7.6% |
| YTD | -9.3% | +7.1% | -16.4% | -11.7% |
| 1Y | -9.3% | -0.8% | -8.5% | -9.8% |
| 3Y | +8.6% | +85.0% | -76.4% | -12.3% |
| All | +20.8% | +203.9% | -183.1% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling