-17.9%
CLS vs MPC
+113.7%
-131.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.4% |
| 7D | +16.3% | +11.2% | +5.0% | +15.5% |
| 30D | -25.7% | -14.5% | -11.2% | -26.7% |
| 3M | -30.9% | +16.7% | -47.5% | -31.6% |
| 6M | -35.5% | +67.6% | -103.0% | -35.8% |
| YTD | -18.7% | +157.9% | -176.6% | -20.3% |
| 1Y | -17.9% | +116.7% | -134.6% | -4.4% |
| All | -17.9% | +113.7% | -131.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling