+486.6%
COR vs MLM
+149.0%
+337.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.4% | -2.9% | +5.3% | +3.2% |
| 30D | +7.7% | +10.4% | -2.7% | +5.1% |
| 3M | +7.5% | -3.7% | +11.2% | +8.4% |
| 6M | +34.1% | -10.3% | +44.4% | +37.0% |
| YTD | +3.9% | -14.8% | +18.7% | +6.9% |
| 1Y | -3.6% | -13.9% | +10.2% | -1.2% |
| 3Y | +80.5% | +18.4% | +62.1% | +67.4% |
| 5Y | +194.9% | +31.8% | +163.0% | +160.0% |
| 10Y | +486.6% | +143.4% | +343.2% | +298.3% |
| All | +486.6% | +149.0% | +337.6% | +298.3% |
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