+9.1%
COR vs MULL
+2,040.8%
-2,031.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.3% | +8.6% | -0.9% |
| 7D | -4.8% | +3.6% | -8.4% | -4.7% |
| 30D | -3.7% | +22.0% | -25.7% | -3.2% |
| 3M | +14.3% | -8.6% | +23.0% | +14.5% |
| 6M | -8.5% | +248.5% | -257.0% | -12.4% |
| YTD | -4.4% | +516.3% | -520.7% | -9.5% |
| 1Y | +9.1% | +2,036.6% | -2,027.5% | -0.3% |
| All | +9.1% | +2,040.8% | -2,031.6% | -0.3% |
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