+811.7%
CLS vs MPC
+187.3%
+624.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.6% | +3.3% | +6.4% |
| 7D | -10.6% | -9.4% | -1.1% | -7.6% |
| 30D | -38.4% | -14.3% | -24.1% | -35.7% |
| 3M | -29.9% | +31.1% | -61.0% | -37.0% |
| 6M | -40.6% | +60.3% | -100.9% | -50.8% |
| YTD | -24.6% | +142.5% | -167.1% | -49.4% |
| 1Y | -30.8% | +104.6% | -135.4% | -49.1% |
| 3Y | +811.7% | +191.7% | +620.0% | +424.2% |
| All | +811.7% | +187.3% | +624.5% | +424.2% |
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