-0.8%
COR vs MLM
-16.0%
+15.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.0% |
| 7D | +7.8% | -0.9% | +8.7% | +8.0% |
| 30D | +7.0% | +9.0% | -2.0% | +6.7% |
| 3M | +16.3% | -5.6% | +21.8% | +16.8% |
| 6M | +41.3% | -10.7% | +52.0% | +42.8% |
| YTD | +7.1% | -17.2% | +24.3% | +6.9% |
| 1Y | -0.8% | -14.2% | +13.4% | -2.1% |
| All | -0.8% | -16.0% | +15.1% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling