-26.8%
CLS vs MP
-42.0%
+15.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.1% |
| 7D | +2.8% | +2.3% | +0.5% | +1.7% |
| 30D | -30.1% | -15.3% | -14.8% | -22.9% |
| 3M | -21.7% | -33.5% | +11.8% | -3.4% |
| 6M | -36.2% | -45.5% | +9.3% | -13.2% |
| YTD | -17.8% | -27.3% | +9.5% | -12.9% |
| 1Y | -26.8% | -40.7% | +13.9% | -7.8% |
| All | -26.8% | -42.0% | +15.2% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling