+206.1%
COR vs MXL
-19.3%
+225.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.4% | +8.4% | +2.9% |
| 7D | +7.8% | +13.4% | -5.6% | +8.1% |
| 30D | +7.0% | -29.2% | +36.2% | +6.5% |
| 3M | +16.3% | -27.2% | +43.5% | +16.0% |
| 6M | +41.3% | -36.4% | +77.7% | +41.0% |
| YTD | +7.1% | +220.0% | -212.9% | +7.0% |
| 1Y | -0.8% | +304.8% | -305.6% | -1.0% |
| 3Y | +85.0% | +238.5% | -153.5% | +81.9% |
| All | +206.1% | -19.3% | +225.4% | +216.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling