-41.3%
CORZ vs MXL
+276.5%
-317.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -11.1% | +0.7% | -8.0% |
| 7D | -14.9% | -24.3% | +9.4% | -9.6% |
| 30D | -23.1% | -46.1% | +23.0% | -13.0% |
| 3M | -44.1% | -21.8% | -22.2% | -41.4% |
| 6M | -39.5% | -27.2% | -12.3% | -36.7% |
| YTD | -12.4% | +226.2% | -238.5% | -47.4% |
| 1Y | -41.3% | +297.0% | -338.3% | -68.9% |
| All | -41.3% | +276.5% | -317.8% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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