+1,890.1%
MDT vs COR
+19,078.6%
-17,188.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.2% |
| 7D | +1.0% | +7.8% | -6.8% | -0.7% |
| 30D | +9.2% | +7.0% | +2.2% | +7.5% |
| 3M | +14.5% | +16.3% | -1.8% | +10.7% |
| 6M | +37.3% | +41.3% | -4.0% | +27.0% |
| YTD | +9.8% | +7.1% | +2.7% | +7.2% |
| 1Y | +10.5% | -0.8% | +11.4% | +9.8% |
| 3Y | +57.4% | +85.0% | -27.6% | +34.8% |
| 5Y | +1.2% | +203.9% | -202.7% | -22.8% |
| 10Y | +63.2% | +510.3% | -447.0% | +5.0% |
| All | +1,890.1% | +19,078.6% | -17,188.5% | +580.1% |
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