-7.7%
MDB vs COR
+5.5%
-13.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.0% | -1.7% |
| 7D | -16.5% | +9.1% | -25.7% | -15.8% |
| 30D | -8.6% | +12.4% | -21.0% | -7.7% |
| 3M | -13.6% | +15.8% | -29.4% | -12.6% |
| 6M | +24.1% | +17.1% | +7.0% | +24.6% |
| YTD | -21.8% | +5.4% | -27.2% | -19.6% |
| 1Y | -7.7% | +3.5% | -11.2% | -6.3% |
| All | -7.7% | +5.5% | -13.2% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling