+3,104.3%
CLS vs MP
+257.7%
+2,846.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.5% |
| 7D | -22.2% | -10.5% | -11.7% | -20.2% |
| 30D | -44.4% | -23.5% | -20.8% | -41.0% |
| 3M | -34.3% | -25.4% | -8.9% | -30.3% |
| 6M | -50.1% | -51.3% | +1.2% | -42.5% |
| YTD | -30.1% | -29.9% | -0.2% | -24.9% |
| 1Y | -39.3% | -31.8% | -7.5% | -34.4% |
| 3Y | +732.7% | +127.0% | +605.7% | +558.9% |
| 5Y | +1,777.2% | -3.3% | +1,780.5% | +1,579.4% |
| All | +3,104.3% | +257.7% | +2,846.7% | +2,324.4% |
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