+3,101.0%
MPC vs COR
+1,057.7%
+2,043.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +5.4% | +2.8% | +2.7% | +4.2% |
| 30D | +31.0% | +4.5% | +26.4% | +28.1% |
| 3M | +46.0% | +22.7% | +23.4% | +32.3% |
| 6M | +77.3% | -9.7% | +87.0% | +82.9% |
| YTD | +141.9% | -1.4% | +143.3% | +137.6% |
| 1Y | +120.9% | +13.9% | +107.0% | +101.3% |
| 3Y | +182.7% | +94.0% | +88.7% | +89.5% |
| 5Y | +646.4% | +184.0% | +462.4% | +301.4% |
| 10Y | +1,138.7% | +406.8% | +732.0% | +371.6% |
| All | +3,101.0% | +1,057.7% | +2,043.3% | +460.7% |
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