+405.7%
COR vs MLM
+199.9%
+205.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | +2.8% | -2.9% | +5.7% | +3.5% |
| 30D | +4.5% | -6.8% | +11.4% | +6.3% |
| 3M | +22.7% | -11.2% | +33.9% | +25.8% |
| 6M | -9.7% | -21.8% | +12.1% | -4.6% |
| YTD | -1.4% | -17.0% | +15.5% | +2.2% |
| 1Y | +13.9% | -16.4% | +30.3% | +17.7% |
| 3Y | +94.0% | +14.5% | +79.5% | +80.8% |
| 5Y | +184.0% | +41.7% | +142.3% | +143.7% |
| All | +405.7% | +199.9% | +205.8% | +234.2% |
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