+1,135.3%
MPC vs COR
+489.9%
+645.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +2.6% | -1.2% | +3.8% | +3.1% |
| 30D | -12.2% | +7.6% | -19.8% | -14.8% |
| 3M | +20.1% | +5.0% | +15.1% | +17.2% |
| 6M | +60.6% | +35.3% | +25.3% | +41.1% |
| YTD | +150.6% | +4.2% | +146.4% | +140.9% |
| 1Y | +104.7% | -3.4% | +108.1% | +103.1% |
| 3Y | +194.5% | +81.1% | +113.4% | +112.4% |
| 5Y | +582.3% | +195.8% | +386.5% | +279.8% |
| 10Y | +1,135.3% | +493.6% | +641.7% | +442.6% |
| All | +1,135.3% | +489.9% | +645.3% | +442.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling