-31.1%
CORZ vs MULL
+968.6%
-999.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.1% | -5.8% | +1.0% |
| 7D | -11.2% | -42.7% | +31.5% | +1.1% |
| 30D | -26.2% | -63.8% | +37.5% | -6.1% |
| 3M | -44.1% | -49.0% | +4.9% | -35.7% |
| 6M | -52.3% | -38.2% | -14.1% | -54.5% |
| YTD | -19.2% | +167.0% | -186.3% | -52.1% |
| 1Y | -42.9% | +247.7% | -290.6% | -69.5% |
| All | -31.1% | +968.6% | -999.6% | -77.9% |
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