-19.5%
MDT vs COR
+180.2%
-199.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.3% | -3.9% | +3.6% | +0.7% |
| 30D | +2.8% | -0.3% | +3.1% | +2.8% |
| 3M | +13.1% | +15.9% | -2.8% | +8.8% |
| 6M | +2.3% | -10.3% | +12.6% | +4.6% |
| YTD | -2.7% | -3.7% | +1.0% | -2.7% |
| 1Y | +0.9% | +9.1% | -8.2% | -2.9% |
| 3Y | +26.8% | +86.6% | -59.7% | +0.1% |
| 5Y | -19.5% | +180.9% | -200.4% | -47.4% |
| All | -19.5% | +180.2% | -199.7% | -47.4% |
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