+4,742.6%
CLS vs MP
+450.8%
+4,291.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +4.6% | -2.9% | +7.4% | +5.1% |
| 30D | -13.9% | +13.8% | -27.7% | -16.4% |
| 3M | -26.6% | -16.7% | -9.9% | -24.1% |
| 6M | +15.4% | -11.5% | +26.9% | +17.8% |
| YTD | +5.7% | +7.9% | -2.3% | +3.8% |
| 1Y | +41.1% | -15.0% | +56.2% | +42.2% |
| 3Y | +1,228.6% | +153.5% | +1,075.1% | +916.6% |
| 5Y | +3,240.6% | +58.7% | +3,182.0% | +2,602.8% |
| All | +4,742.6% | +450.8% | +4,291.8% | +3,250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling