+3,095.8%
MCD vs COR
+18,492.1%
-15,396.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +7.3% | +2.4% | +4.9% | +6.9% |
| 30D | +20.0% | +7.7% | +12.3% | +18.5% |
| 3M | +3.8% | +7.5% | -3.7% | +2.5% |
| 6M | +3.8% | +34.1% | -30.4% | -1.3% |
| YTD | -5.9% | +3.9% | -9.7% | -7.1% |
| 1Y | -3.2% | -3.6% | +0.4% | -3.4% |
| 3Y | +13.3% | +80.5% | -67.2% | +1.4% |
| 5Y | +25.2% | +194.9% | -169.6% | +3.1% |
| 10Y | +213.3% | +486.6% | -273.3% | +127.8% |
| All | +3,095.8% | +18,492.1% | -15,396.3% | +1,423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling