+1,554.3%
COR vs MXL
+270.5%
+1,283.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.0% | -7.9% | -2.2% |
| 7D | -1.9% | +15.5% | -17.4% | -2.7% |
| 30D | +1.5% | -11.3% | +12.8% | +1.9% |
| 3M | +18.7% | -16.1% | +34.8% | +17.8% |
| 6M | -9.0% | +323.0% | -332.1% | -21.4% |
| YTD | -3.3% | +281.5% | -284.8% | -16.0% |
| 1Y | +9.8% | +319.3% | -309.5% | -5.9% |
| 3Y | +87.4% | +189.4% | -102.0% | +57.1% |
| 5Y | +180.5% | +26.0% | +154.5% | +147.5% |
| 10Y | +398.1% | +243.5% | +154.6% | +257.9% |
| All | +1,554.3% | +270.5% | +1,283.9% | +996.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling