-43.3%
CLS vs MP
-30.8%
-12.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -6.0% | -7.0% | -9.8% |
| 7D | -27.3% | -19.0% | -8.3% | -19.4% |
| 30D | -47.0% | -30.5% | -16.6% | -40.6% |
| 3M | -43.3% | -29.6% | -13.7% | -37.4% |
| All | -43.3% | -30.8% | -12.5% | -37.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling