+38.0%
MDT vs COR
+405.5%
-367.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.6% | -4.8% | +3.2% | -0.1% |
| 30D | +1.0% | -3.7% | +4.7% | +2.1% |
| 3M | +15.2% | +14.3% | +0.9% | +10.6% |
| 6M | +3.7% | -8.5% | +12.2% | +5.6% |
| YTD | -3.0% | -4.4% | +1.4% | -2.8% |
| 1Y | +2.5% | +9.1% | -6.7% | -1.7% |
| 3Y | +26.5% | +85.2% | -58.7% | +1.2% |
| 5Y | -18.3% | +180.7% | -198.9% | -43.4% |
| All | +38.0% | +405.5% | -367.5% | -14.8% |
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