-34.1%
CORZ vs MULL
+260.4%
-294.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +12.3% | -4.2% | +5.1% |
| 7D | +1.7% | -27.1% | +28.8% | +8.6% |
| 30D | -17.5% | -54.2% | +36.8% | -2.1% |
| 3M | -39.5% | -42.0% | +2.5% | -32.9% |
| 6M | -44.5% | -43.5% | -1.0% | -44.5% |
| YTD | -12.6% | +199.9% | -212.6% | -45.4% |
| All | -34.1% | +260.4% | -294.5% | -61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling