+6.0%
CORZ vs MULL
+2,620.5%
-2,614.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.4% | -8.8% | -4.7% |
| 7D | +7.6% | +14.8% | -7.2% | +3.7% |
| 30D | -6.9% | +36.6% | -43.5% | -14.7% |
| 3M | -33.0% | -8.9% | -24.1% | -37.8% |
| 6M | +19.3% | +311.9% | -292.6% | -31.4% |
| YTD | +24.2% | +579.8% | -555.6% | -40.6% |
| 1Y | +24.5% | +2,421.5% | -2,397.0% | -62.3% |
| All | +6.0% | +2,620.5% | -2,614.4% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling