+3,626.2%
CLS vs MP
+291.5%
+3,334.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -6.1% |
| 7D | +16.3% | +9.5% | +6.8% | +14.1% |
| 30D | -25.7% | -3.0% | -22.7% | -25.0% |
| 3M | -30.9% | -30.4% | -0.5% | -25.7% |
| 6M | -35.5% | -39.2% | +3.7% | -28.8% |
| YTD | -18.7% | -23.3% | +4.6% | -14.3% |
| 1Y | -17.9% | -32.6% | +14.7% | -11.4% |
| 3Y | +838.1% | +159.3% | +678.8% | +623.1% |
| 5Y | +1,971.9% | -16.4% | +1,988.3% | +1,766.0% |
| All | +3,626.2% | +291.5% | +3,334.7% | +2,666.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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