+935.2%
MDB vs COR
+467.7%
+467.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.3% |
| 7D | -1.0% | +2.4% | -3.4% | -1.3% |
| 30D | -14.0% | +7.7% | -21.7% | -14.9% |
| 3M | -20.3% | +7.5% | -27.8% | -21.2% |
| 6M | +10.9% | +34.1% | -23.3% | +5.8% |
| YTD | -20.9% | +3.9% | -24.8% | -21.9% |
| 1Y | -11.2% | -3.6% | -7.6% | -11.3% |
| 3Y | -11.9% | +80.5% | -92.4% | -23.9% |
| 5Y | -40.2% | +194.9% | -235.0% | -55.0% |
| All | +935.2% | +467.7% | +467.5% | +500.0% |
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