+1,767.8%
CLS vs MP
-13.9%
+1,781.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -6.0% | -7.0% | -11.5% |
| 7D | -27.3% | -19.0% | -8.3% | -23.2% |
| 30D | -47.0% | -30.5% | -16.6% | -41.9% |
| 3M | -43.3% | -29.6% | -13.7% | -38.4% |
| 6M | -50.8% | -50.4% | -0.3% | -42.1% |
| YTD | -30.4% | -33.2% | +2.8% | -23.4% |
| 1Y | -41.7% | -38.6% | -3.1% | -34.6% |
| 3Y | +701.4% | +105.5% | +595.9% | +499.0% |
| 5Y | +1,767.8% | -7.8% | +1,775.6% | +1,568.5% |
| All | +1,767.8% | -13.9% | +1,781.7% | +1,568.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling