-9.0%
MCD vs CORZ
+237.5%
-246.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.6% | +0.2% |
| 7D | -2.0% | +16.6% | -18.6% | -1.7% |
| 30D | -6.1% | -10.9% | +4.7% | -6.3% |
| 3M | -7.3% | -31.0% | +23.8% | -7.7% |
| 6M | -20.9% | +26.0% | -47.0% | -20.6% |
| YTD | -14.7% | +28.6% | -43.3% | -14.2% |
| 1Y | -16.1% | +34.5% | -50.6% | -15.7% |
| All | -9.0% | +237.5% | -246.5% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling