+1,171.8%
MPC vs COR
+486.2%
+685.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.5% | -0.7% |
| 7D | +11.2% | +7.8% | +3.4% | +8.0% |
| 30D | -14.5% | +7.0% | -21.5% | -16.9% |
| 3M | +16.7% | +16.3% | +0.4% | +9.6% |
| 6M | +67.6% | +41.3% | +26.3% | +44.7% |
| YTD | +157.9% | +7.1% | +150.8% | +145.3% |
| 1Y | +116.7% | -0.8% | +117.5% | +112.8% |
| 3Y | +199.8% | +85.0% | +114.8% | +114.4% |
| 5Y | +604.4% | +203.9% | +400.6% | +287.7% |
| All | +1,171.8% | +486.2% | +685.6% | +441.9% |
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 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