+420.1%
CORZ vs MXL
+165.5%
+254.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -1.5% |
| 7D | +8.4% | +1.6% | +6.7% | +7.8% |
| 30D | -17.8% | -7.0% | -10.8% | -16.7% |
| 3M | -35.9% | -33.4% | -2.5% | -31.3% |
| 6M | +12.9% | +260.2% | -247.2% | -36.2% |
| YTD | +22.9% | +260.0% | -237.1% | -30.9% |
| 1Y | +31.4% | +303.5% | -272.1% | -30.6% |
| All | +420.1% | +165.5% | +254.5% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling