+2.7%
MDT vs COR
+203.9%
-201.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.1% |
| 7D | +1.0% | +7.8% | -6.8% | -1.0% |
| 30D | +9.2% | +7.0% | +2.2% | +7.2% |
| 3M | +14.5% | +16.3% | -1.8% | +10.1% |
| 6M | +37.3% | +41.3% | -4.0% | +25.8% |
| YTD | +9.8% | +7.1% | +2.7% | +6.8% |
| 1Y | +10.5% | -0.8% | +11.4% | +9.8% |
| 3Y | +57.4% | +85.0% | -27.6% | +26.5% |
| All | +2.7% | +203.9% | -201.2% | -34.4% |
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