+3,666.2%
CLS vs MP
+271.0%
+3,395.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.3% |
| 7D | +2.8% | +2.3% | +0.5% | +2.4% |
| 30D | -30.1% | -15.3% | -14.8% | -27.4% |
| 3M | -21.7% | -33.5% | +11.8% | -15.0% |
| 6M | -36.2% | -45.5% | +9.3% | -28.1% |
| YTD | -17.8% | -27.3% | +9.5% | -12.3% |
| 1Y | -26.8% | -40.7% | +13.9% | -19.1% |
| 3Y | +853.4% | +145.9% | +707.5% | +643.5% |
| 5Y | +2,005.0% | -13.9% | +2,018.9% | +1,801.2% |
| All | +3,666.2% | +271.0% | +3,395.2% | +2,728.9% |
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