+492.2%
COR vs MLM
+138.2%
+353.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.1% |
| 7D | +7.8% | -0.9% | +8.7% | +8.1% |
| 30D | +7.0% | +9.0% | -2.0% | +4.8% |
| 3M | +16.3% | -5.6% | +21.8% | +17.7% |
| 6M | +41.3% | -10.7% | +52.0% | +44.4% |
| YTD | +7.1% | -17.2% | +24.3% | +11.0% |
| 1Y | -0.8% | -14.2% | +13.4% | +1.8% |
| 3Y | +85.0% | +15.6% | +69.4% | +72.6% |
| 5Y | +203.9% | +26.2% | +177.6% | +171.0% |
| All | +492.2% | +138.2% | +353.9% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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