-45.2%
MDB vs COR
+178.3%
-223.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.6% |
| 7D | -11.4% | +0.8% | -12.2% | -11.3% |
| 30D | -13.8% | +5.1% | -19.0% | -13.5% |
| 3M | -15.5% | +2.8% | -18.3% | -15.2% |
| 6M | +17.9% | +32.5% | -14.6% | +19.5% |
| YTD | -25.5% | -0.7% | -24.8% | -25.4% |
| 1Y | -12.1% | -6.7% | -5.4% | -12.4% |
| 3Y | -5.9% | +73.7% | -79.6% | -8.8% |
| All | -45.2% | +178.3% | -223.5% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling