+395.2%
COR vs MXL
+313.4%
+81.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.3% | -0.1% |
| 7D | -2.8% | +18.9% | -21.7% | -3.5% |
| 30D | +2.6% | +0.3% | +2.2% | +2.4% |
| 3M | +14.5% | -8.0% | +22.5% | +13.4% |
| 6M | -7.8% | +341.2% | -349.1% | -19.1% |
| YTD | -4.2% | +327.8% | -332.0% | -15.9% |
| 1Y | +7.0% | +364.9% | -357.9% | -7.1% |
| 3Y | +85.5% | +229.2% | -143.7% | +57.2% |
| 5Y | +181.2% | +42.8% | +138.4% | +152.8% |
| All | +395.2% | +313.4% | +81.8% | +232.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling