-19.3%
MP vs COR
+193.1%
-212.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +11.0% | +2.9% | +8.1% | +11.2% |
| 30D | -11.7% | +5.8% | -17.6% | -11.3% |
| 3M | -30.8% | +11.4% | -42.2% | -30.2% |
| 6M | -42.9% | +34.5% | -77.4% | -41.9% |
| YTD | -25.9% | +4.1% | -29.9% | -23.9% |
| 1Y | -37.3% | -3.1% | -34.2% | -35.4% |
| 3Y | +150.7% | +80.9% | +69.8% | +122.0% |
| 5Y | -19.3% | +195.1% | -214.4% | -49.6% |
| All | -19.3% | +193.1% | -212.3% | -49.6% |
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