-47.8%
CORZ vs MLM
-14.6%
-33.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.2% | -5.7% | -9.3% |
| 7D | -21.1% | -1.2% | -19.9% | -20.9% |
| 30D | -31.8% | +7.9% | -39.7% | -33.7% |
| 3M | -47.7% | -4.5% | -43.3% | -47.0% |
| 6M | -48.7% | -12.6% | -36.1% | -45.8% |
| YTD | -21.8% | -14.9% | -7.0% | -22.5% |
| 1Y | -47.8% | -13.1% | -34.7% | -49.8% |
| All | -47.8% | -14.6% | -33.2% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling