+1,732.8%
COR vs MXL
+210.8%
+1,522.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.4% | +8.4% | +3.2% |
| 7D | +7.8% | +13.4% | -5.6% | +7.1% |
| 30D | +7.0% | -29.2% | +36.2% | +8.3% |
| 3M | +16.3% | -27.2% | +43.5% | +16.9% |
| 6M | +41.3% | -36.4% | +77.7% | +40.9% |
| YTD | +7.1% | +220.0% | -212.9% | -7.0% |
| 1Y | -0.8% | +304.8% | -305.6% | -15.6% |
| 3Y | +85.0% | +238.5% | -153.5% | +50.3% |
| 5Y | +203.9% | -18.8% | +222.6% | +177.6% |
| 10Y | +510.3% | +163.1% | +347.1% | +342.4% |
| All | +1,732.8% | +210.8% | +1,522.0% | +1,114.1% |
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