+28.1%
CL vs MDY
+47.1%
-19.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -1.4% | +1.0% | -2.4% | -1.5% |
| 30D | -5.2% | -3.1% | -2.1% | -4.7% |
| 3M | +3.3% | +1.8% | +1.5% | +2.9% |
| 6M | -4.4% | +10.8% | -15.2% | -6.2% |
| YTD | +13.9% | +14.4% | -0.5% | +11.0% |
| 1Y | +7.6% | +15.2% | -7.6% | +4.7% |
| 3Y | +29.6% | +51.2% | -21.6% | +17.2% |
| 5Y | +28.1% | +47.2% | -19.2% | +14.5% |
| All | +28.1% | +47.1% | -19.1% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling