+1,707.2%
MDT vs COR
+17,545.2%
-15,838.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.6% |
| 7D | +3.2% | +2.8% | +0.5% | +2.6% |
| 30D | +9.5% | +4.5% | +5.0% | +8.3% |
| 3M | +16.0% | +22.7% | -6.7% | +10.7% |
| 6M | +0.2% | -9.7% | +9.9% | +1.9% |
| YTD | -0.3% | -1.4% | +1.2% | -0.8% |
| 1Y | +4.7% | +13.9% | -9.2% | +0.7% |
| 3Y | +26.5% | +94.0% | -67.4% | +7.2% |
| 5Y | -18.2% | +184.0% | -202.2% | -36.7% |
| 10Y | +40.0% | +406.8% | -366.7% | -6.8% |
| All | +1,707.2% | +17,545.2% | -15,838.1% | +529.3% |
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 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