+117.2%
MPC vs COR
+5.5%
+111.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.1% | -8.4% |
| 7D | -10.9% | +9.1% | -20.1% | -11.7% |
| 30D | -9.4% | +12.4% | -21.8% | -10.5% |
| 3M | +26.0% | +15.8% | +10.2% | +23.7% |
| 6M | +56.5% | +17.1% | +39.4% | +53.4% |
| YTD | +144.3% | +5.4% | +138.8% | +134.8% |
| 1Y | +117.2% | +3.5% | +113.7% | +110.9% |
| All | +117.2% | +5.5% | +111.8% | +110.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling