+2,968.0%
MPC vs COR
+1,066.8%
+1,901.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | -16.2% | +0.8% | -17.0% | -16.7% |
| 30D | -15.7% | +5.1% | -20.9% | -17.8% |
| 3M | +24.9% | +2.8% | +22.1% | +22.6% |
| 6M | +52.7% | +32.5% | +20.1% | +32.8% |
| YTD | +131.9% | -0.7% | +132.5% | +126.1% |
| 1Y | +96.6% | -6.7% | +103.3% | +97.4% |
| 3Y | +163.8% | +73.7% | +90.1% | +87.2% |
| 5Y | +533.1% | +177.9% | +355.3% | +244.0% |
| 10Y | +1,118.6% | +533.8% | +584.9% | +302.6% |
| All | +2,968.0% | +1,066.8% | +1,901.2% | +433.4% |
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