+920.8%
MDB vs COR
+462.9%
+457.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +1.0% | +4.1% |
| 7D | -0.9% | +2.3% | -3.3% | -1.2% |
| 30D | -15.2% | +6.8% | -21.9% | -16.0% |
| 3M | -17.9% | +8.1% | -26.0% | -18.9% |
| 6M | +9.3% | +33.0% | -23.7% | +4.4% |
| YTD | -22.0% | +3.0% | -25.0% | -22.9% |
| 1Y | -9.3% | -3.4% | -5.9% | -9.5% |
| 3Y | -10.4% | +80.1% | -90.5% | -22.6% |
| 5Y | -43.2% | +194.7% | -238.0% | -57.4% |
| All | +920.8% | +462.9% | +457.9% | +492.3% |
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 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