+1,628.1%
CLS vs MPC
+1,096.9%
+531.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -22.2% | -16.2% | -6.0% | -15.8% |
| 30D | -44.4% | -15.7% | -28.7% | -40.5% |
| 3M | -34.3% | +24.9% | -59.2% | -41.2% |
| 6M | -50.1% | +52.7% | -102.7% | -59.3% |
| YTD | -30.1% | +131.9% | -161.9% | -54.0% |
| 1Y | -39.3% | +96.6% | -136.0% | -56.9% |
| 3Y | +732.7% | +163.8% | +568.9% | +405.4% |
| 5Y | +1,777.2% | +533.1% | +1,244.1% | +635.4% |
| All | +1,628.1% | +1,096.9% | +531.2% | +374.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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