+1,914.6%
CLS vs MPC
+1,171.2%
+743.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | +16.3% | +11.2% | +5.0% | +11.3% |
| 30D | -25.7% | -14.5% | -11.2% | -20.6% |
| 3M | -30.9% | +16.7% | -47.5% | -36.0% |
| 6M | -35.5% | +67.6% | -103.0% | -49.5% |
| YTD | -18.7% | +157.9% | -176.6% | -48.8% |
| 1Y | -17.9% | +116.7% | -134.6% | -43.9% |
| 3Y | +838.1% | +199.8% | +638.3% | +439.2% |
| 5Y | +1,971.9% | +604.4% | +1,367.5% | +674.8% |
| All | +1,914.6% | +1,171.2% | +743.4% | +420.1% |
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