+1,049.8%
MDB vs COR
+438.8%
+611.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.8% |
| 7D | -17.4% | +2.8% | -20.2% | -17.8% |
| 30D | -2.0% | +4.5% | -6.6% | -2.8% |
| 3M | -3.0% | +22.7% | -25.7% | -6.2% |
| 6M | +48.7% | -9.7% | +58.4% | +50.2% |
| YTD | -12.1% | -1.4% | -10.7% | -12.6% |
| 1Y | +14.5% | +13.9% | +0.6% | +10.7% |
| 3Y | -6.1% | +94.0% | -100.1% | -20.9% |
| 5Y | -27.3% | +184.0% | -211.3% | -45.2% |
| All | +1,049.8% | +438.8% | +611.0% | +571.5% |
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