+17.4%
MDT vs CORZ
+213.0%
-195.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | -0.3% |
| 7D | -1.6% | -3.0% | +1.4% | -1.6% |
| 30D | +1.0% | -12.1% | +13.1% | +1.0% |
| 3M | +15.2% | -32.4% | +47.6% | +15.2% |
| 6M | +3.7% | +12.4% | -8.7% | +3.2% |
| YTD | -3.0% | +19.3% | -22.3% | -3.5% |
| 1Y | +2.5% | +8.6% | -6.2% | +1.8% |
| All | +17.4% | +213.0% | -195.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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