+732.7%
CLS vs MPC
+160.2%
+572.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -22.2% | -16.2% | -6.0% | -17.6% |
| 30D | -44.4% | -15.7% | -28.7% | -41.7% |
| 3M | -34.3% | +24.9% | -59.2% | -40.1% |
| 6M | -50.1% | +52.7% | -102.7% | -58.0% |
| YTD | -30.1% | +131.9% | -161.9% | -52.5% |
| 1Y | -39.3% | +96.6% | -136.0% | -54.9% |
| 3Y | +732.7% | +163.8% | +568.9% | +404.5% |
| All | +732.7% | +160.2% | +572.5% | +404.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling