+181.4%
COR vs MLM
+23.5%
+157.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +0.8% | -4.1% | +4.9% | +1.5% |
| 30D | +5.1% | +8.2% | -3.0% | +3.9% |
| 3M | +2.8% | -3.6% | +6.4% | +3.4% |
| 6M | +32.5% | -15.6% | +48.1% | +35.8% |
| YTD | -0.7% | -16.4% | +15.8% | +1.6% |
| 1Y | -6.7% | -14.3% | +7.6% | -5.0% |
| 3Y | +73.7% | +19.3% | +54.4% | +63.4% |
| All | +181.4% | +23.5% | +157.8% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling