-10.0%
MCD vs CORZ
+213.0%
-223.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.3% |
| 7D | -2.5% | -3.0% | +0.4% | -2.6% |
| 30D | -7.0% | -12.1% | +5.1% | -7.3% |
| 3M | -9.8% | -32.4% | +22.6% | -10.3% |
| 6M | -21.8% | +12.4% | -34.1% | -21.6% |
| YTD | -15.6% | +19.3% | -34.9% | -15.3% |
| 1Y | -15.2% | +8.6% | -23.8% | -15.0% |
| All | -10.0% | +213.0% | -223.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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