+444.5%
CORZ vs MXL
+181.4%
+263.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.0% | -1.3% | +3.1% |
| 7D | +16.6% | +15.5% | +1.1% | +12.3% |
| 30D | -10.9% | -11.3% | +0.5% | -8.4% |
| 3M | -31.0% | -16.1% | -14.9% | -30.0% |
| 6M | +26.0% | +323.0% | -297.0% | -32.6% |
| YTD | +28.6% | +281.5% | -252.9% | -28.8% |
| 1Y | +34.5% | +319.3% | -284.8% | -29.5% |
| All | +444.5% | +181.4% | +263.1% | +217.0% |
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 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