+84.9%
CL vs MDY
+171.2%
-86.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | +11.8% | +1.0% | +10.8% | +11.4% |
| 3M | +5.9% | -4.1% | +10.0% | +7.1% |
| 6M | +13.3% | +0.6% | +12.7% | +12.8% |
| YTD | +27.1% | +12.9% | +14.2% | +21.8% |
| 1Y | +28.0% | +14.6% | +13.4% | +22.0% |
| 3Y | +39.4% | +57.1% | -17.7% | +17.2% |
| 5Y | +40.8% | +37.1% | +3.7% | +23.0% |
| 10Y | +84.9% | +171.5% | -86.6% | +20.5% |
| All | +84.9% | +171.2% | -86.3% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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