-14.9%
CORZ vs MULL
+1,230.7%
-1,245.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.1% | +2.3% |
| 7D | +23.5% | +24.5% | -1.1% | +16.3% |
| 30D | +7.5% | -35.5% | +43.0% | +18.1% |
| 3M | -26.6% | -44.8% | +18.2% | -17.5% |
| 6M | -39.5% | -45.5% | +6.0% | -39.9% |
| YTD | -0.3% | +232.5% | -232.8% | -44.3% |
| 1Y | -4.2% | +343.3% | -347.5% | -52.1% |
| All | -14.9% | +1,230.7% | -1,245.6% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling