+3.5%
COR vs MULL
+444.9%
-441.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -13.8% | +17.7% | +3.6% |
| 7D | +9.1% | -35.9% | +45.1% | +8.0% |
| 30D | +12.4% | -47.3% | +59.7% | +10.9% |
| 3M | +15.8% | -30.6% | +46.4% | +15.2% |
| 6M | +17.1% | +13.7% | +3.4% | +13.3% |
| YTD | +5.4% | +272.1% | -266.7% | -2.9% |
| 1Y | +3.5% | +475.1% | -471.5% | -6.8% |
| All | +3.5% | +444.9% | -441.3% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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