+1,225.8%
CLS vs MPC
+181.4%
+1,044.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | +5.4% | -0.9% | +2.7% |
| 30D | -13.9% | +31.0% | -44.9% | -21.8% |
| 3M | -26.6% | +46.0% | -72.6% | -36.1% |
| 6M | +15.4% | +77.3% | -61.9% | -7.9% |
| YTD | +5.7% | +141.9% | -136.2% | -27.8% |
| 1Y | +41.1% | +120.9% | -79.8% | +1.0% |
| All | +1,225.8% | +181.4% | +1,044.4% | +702.3% |
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