+2,029.3%
CLS vs MPC
+1,165.7%
+863.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.5% |
| 7D | +23.5% | +9.4% | +14.1% | +19.1% |
| 30D | -28.9% | -13.4% | -15.5% | -24.6% |
| 3M | -25.2% | +18.9% | -44.0% | -31.2% |
| 6M | -32.1% | +64.9% | -97.0% | -46.4% |
| YTD | -14.1% | +156.8% | -170.9% | -45.8% |
| 1Y | -24.1% | +113.2% | -137.2% | -47.7% |
| 3Y | +897.0% | +201.8% | +695.2% | +471.2% |
| 5Y | +2,089.9% | +601.4% | +1,488.6% | +720.5% |
| All | +2,029.3% | +1,165.7% | +863.7% | +450.8% |
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