+57.4%
MDT vs COR
+86.2%
-28.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.2% |
| 7D | +1.0% | +7.8% | -6.8% | -0.6% |
| 30D | +9.2% | +7.0% | +2.2% | +7.6% |
| 3M | +14.5% | +16.3% | -1.8% | +11.1% |
| 6M | +37.3% | +41.3% | -4.0% | +28.9% |
| YTD | +9.8% | +7.1% | +2.7% | +7.4% |
| 1Y | +10.5% | -0.8% | +11.4% | +9.6% |
| 3Y | +57.4% | +85.0% | -27.6% | +38.3% |
| All | +57.4% | +86.2% | -28.7% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling