+5,623.7%
MCK vs COR
+17,012.1%
-11,388.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -4.4% | -4.8% | +0.4% | -2.2% |
| 30D | -2.2% | -3.7% | +1.5% | -0.5% |
| 3M | +11.6% | +14.3% | -2.8% | +5.1% |
| 6M | -4.9% | -8.5% | +3.5% | -1.5% |
| YTD | +7.7% | -4.4% | +12.1% | +9.6% |
| 1Y | +25.2% | +9.1% | +16.1% | +20.1% |
| 3Y | +112.1% | +85.2% | +26.9% | +61.0% |
| 5Y | +345.8% | +180.7% | +165.2% | +183.2% |
| 10Y | +439.7% | +403.7% | +36.0% | +174.4% |
| All | +5,623.7% | +17,012.1% | -11,388.3% | +1,117.9% |
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 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