+17.7%
MDT vs CORZ
+225.9%
-208.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.6% |
| 7D | -0.3% | +7.6% | -7.9% | -0.3% |
| 30D | +2.8% | -6.9% | +9.7% | +2.8% |
| 3M | +13.1% | -33.0% | +46.1% | +13.2% |
| 6M | +2.3% | +19.3% | -17.0% | +1.9% |
| YTD | -2.7% | +24.2% | -26.9% | -3.2% |
| 1Y | +0.9% | +24.5% | -23.6% | +0.1% |
| All | +17.7% | +225.9% | -208.2% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling