+445.3%
MP vs COR
+277.9%
+167.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.3% |
| 7D | -2.9% | +2.8% | -5.6% | -2.7% |
| 30D | +13.8% | +4.5% | +9.3% | +14.1% |
| 3M | -16.7% | +22.7% | -39.4% | -16.1% |
| 6M | -11.5% | -9.7% | -1.8% | -9.9% |
| YTD | +7.9% | -1.4% | +9.4% | +9.7% |
| 1Y | -15.0% | +13.9% | -29.0% | -14.4% |
| 3Y | +153.5% | +94.0% | +59.5% | +126.9% |
| 5Y | +58.7% | +184.0% | -125.4% | +30.8% |
| All | +445.3% | +277.9% | +167.4% | +330.5% |
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