+281.7%
CORZ vs MXL
+127.8%
+153.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.7% | +6.9% | +4.3% |
| 7D | -7.8% | -15.9% | +8.1% | -3.7% |
| 30D | -14.8% | -44.0% | +29.2% | -0.8% |
| 3M | -32.5% | -21.3% | -11.1% | -29.1% |
| 6M | -42.7% | -46.1% | +3.4% | -36.2% |
| YTD | -9.8% | +208.8% | -218.7% | -47.7% |
| 1Y | -31.9% | +255.5% | -287.5% | -62.7% |
| All | +281.7% | +127.8% | +153.9% | +132.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling