+3,371.2%
CLS vs MP
+268.3%
+3,102.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +1.2% |
| 7D | -13.9% | -3.6% | -10.2% | -13.0% |
| 30D | -38.2% | -21.0% | -17.2% | -34.9% |
| 3M | -28.8% | -33.3% | +4.5% | -22.8% |
| 6M | -40.4% | -45.9% | +5.5% | -32.7% |
| YTD | -24.3% | -27.8% | +3.6% | -19.1% |
| 1Y | -35.0% | -43.2% | +8.2% | -27.7% |
| 3Y | +778.7% | +144.0% | +634.6% | +586.2% |
| 5Y | +1,884.8% | -6.1% | +1,890.9% | +1,677.4% |
| All | +3,371.2% | +268.3% | +3,102.9% | +2,511.0% |
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