+427.0%
MCK vs COR
+406.5%
+20.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -2.9% | -2.8% | -0.1% | -0.6% |
| 30D | +0.4% | +2.6% | -2.1% | -1.5% |
| 3M | +12.1% | +14.5% | -2.4% | +0.7% |
| 6M | -5.4% | -7.8% | +2.4% | -0.6% |
| YTD | +7.8% | -4.2% | +12.0% | +9.9% |
| 1Y | +22.9% | +7.0% | +15.9% | +14.4% |
| 3Y | +110.7% | +85.5% | +25.2% | +24.8% |
| 5Y | +346.2% | +181.2% | +165.0% | +87.8% |
| All | +427.0% | +406.5% | +20.6% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling