+425.9%
CORZ vs MXL
+202.6%
+223.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.5% | -11.0% | -5.4% |
| 7D | +7.6% | +19.0% | -11.4% | +2.7% |
| 30D | -6.9% | +4.5% | -11.4% | -8.5% |
| 3M | -33.0% | -1.5% | -31.5% | -34.7% |
| 6M | +19.3% | +348.6% | -329.3% | -37.1% |
| YTD | +24.2% | +310.3% | -286.0% | -32.6% |
| 1Y | +24.5% | +344.7% | -320.2% | -35.7% |
| All | +425.9% | +202.6% | +223.2% | +200.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling