+86.5%
COR vs MXL
+209.6%
-123.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.2% |
| 7D | -3.9% | +19.0% | -22.9% | -3.3% |
| 30D | -0.3% | +4.5% | -4.8% | 0.0% |
| 3M | +15.9% | -1.5% | +17.4% | +16.3% |
| 6M | -10.3% | +348.6% | -358.9% | -6.2% |
| YTD | -3.7% | +310.3% | -314.0% | +0.5% |
| 1Y | +9.1% | +344.7% | -335.6% | +14.2% |
| All | +86.5% | +209.6% | -123.0% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling