+475.2%
COR vs MLM
+140.0%
+335.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +2.9% | -2.0% | +4.8% | +3.4% |
| 30D | +5.8% | +9.5% | -3.7% | +3.6% |
| 3M | +11.4% | -4.7% | +16.2% | +12.6% |
| 6M | +34.5% | -10.7% | +45.2% | +37.5% |
| YTD | +4.1% | -16.6% | +20.6% | +7.6% |
| 1Y | -3.1% | -15.4% | +12.3% | -0.2% |
| 3Y | +80.9% | +15.9% | +64.9% | +68.6% |
| 5Y | +195.1% | +27.1% | +168.0% | +162.8% |
| All | +475.2% | +140.0% | +335.2% | +291.5% |
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