+2,755.1%
CLS vs MPC
+1,131.7%
+1,623.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | +5.4% | -0.9% | +2.2% |
| 30D | -13.9% | +31.0% | -44.9% | -23.7% |
| 3M | -26.6% | +46.0% | -72.6% | -38.3% |
| 6M | +15.4% | +77.3% | -61.9% | -12.1% |
| YTD | +5.7% | +141.9% | -136.2% | -30.8% |
| 1Y | +41.1% | +120.9% | -79.8% | -3.8% |
| 3Y | +1,228.6% | +182.7% | +1,045.9% | +690.5% |
| 5Y | +3,240.6% | +646.4% | +2,594.2% | +1,138.1% |
| All | +2,755.1% | +1,131.7% | +1,623.4% | +649.4% |
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