+13.9%
COR vs MXL
+316.6%
-302.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -1.6% |
| 7D | +2.8% | +1.6% | +1.1% | +2.9% |
| 30D | +4.5% | -7.0% | +11.5% | +4.4% |
| 3M | +22.7% | -33.4% | +56.1% | +21.9% |
| 6M | -9.7% | +260.2% | -269.9% | -7.9% |
| YTD | -1.4% | +260.0% | -261.4% | +0.9% |
| 1Y | +13.9% | +303.5% | -289.5% | +17.9% |
| All | +13.9% | +316.6% | -302.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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