+1,010.1%
MDB vs COR
+428.6%
+581.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.2% |
| 7D | -18.0% | -1.9% | -16.1% | -17.8% |
| 30D | -10.7% | +1.5% | -12.2% | -11.0% |
| 3M | +1.0% | +18.7% | -17.7% | -1.8% |
| 6M | +31.6% | -9.0% | +40.7% | +32.8% |
| YTD | -15.2% | -3.3% | -11.9% | -15.3% |
| 1Y | +10.1% | +9.8% | +0.3% | +7.1% |
| 3Y | -5.6% | +87.4% | -93.0% | -20.0% |
| 5Y | -24.5% | +180.5% | -205.0% | -43.1% |
| All | +1,010.1% | +428.6% | +581.5% | +550.1% |
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