+32.0%
COR vs MULL
+2,620.5%
-2,588.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -0.3% |
| 7D | -3.9% | +14.8% | -18.7% | -3.6% |
| 30D | -0.3% | +36.6% | -36.9% | +0.4% |
| 3M | +15.9% | -8.9% | +24.8% | +16.6% |
| 6M | -10.3% | +311.9% | -322.2% | -9.9% |
| YTD | -3.7% | +579.8% | -583.5% | -2.6% |
| 1Y | +9.1% | +2,421.5% | -2,412.5% | +12.9% |
| All | +32.0% | +2,620.5% | -2,588.4% | +37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling