+237.4%
MP vs COR
+287.8%
-50.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.0% | -2.0% | -6.2% |
| 7D | -19.0% | +2.8% | -21.7% | -18.8% |
| 30D | -30.5% | +7.4% | -37.8% | -30.2% |
| 3M | -29.6% | +7.3% | -36.9% | -29.3% |
| 6M | -50.4% | +11.5% | -61.9% | -49.9% |
| YTD | -33.2% | +1.2% | -34.4% | -32.0% |
| 1Y | -38.6% | -3.3% | -35.3% | -37.4% |
| 3Y | +105.5% | +78.5% | +27.0% | +89.8% |
| 5Y | -7.8% | +183.0% | -190.8% | -23.6% |
| All | +237.4% | +287.8% | -50.4% | +166.9% |
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