+18,674.3%
COR vs MLM
+4,155.1%
+14,519.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.4% |
| 7D | +9.1% | +9.1% | 0.0% | +6.9% |
| 30D | +12.4% | +14.6% | -2.2% | +8.8% |
| 3M | +15.8% | +0.3% | +15.5% | +15.5% |
| 6M | +17.1% | -7.5% | +24.5% | +18.5% |
| YTD | +5.4% | -10.2% | +15.7% | +7.1% |
| 1Y | +3.5% | -10.5% | +14.0% | +5.1% |
| 3Y | +86.0% | +27.8% | +58.2% | +71.0% |
| 5Y | +196.7% | +38.9% | +157.8% | +162.6% |
| 10Y | +572.6% | +211.4% | +361.2% | +366.7% |
| All | +18,674.3% | +4,155.1% | +14,519.2% | +6,374.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling