+24.5%
CORZ vs MXL
+349.5%
-325.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.5% | -11.0% | -4.7% |
| 7D | +7.6% | +19.0% | -11.4% | +4.3% |
| 30D | -6.9% | +4.5% | -11.4% | -7.9% |
| 3M | -33.0% | -1.5% | -31.5% | -33.3% |
| 6M | +19.3% | +348.6% | -329.3% | -23.9% |
| YTD | +24.2% | +310.3% | -286.0% | -18.7% |
| 1Y | +24.5% | +344.7% | -320.2% | -21.1% |
| All | +24.5% | +349.5% | -325.0% | -21.1% |
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