+2,005.0%
CLS vs MPC
+586.3%
+1,418.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.4% | +5.1% | +7.3% |
| 7D | +2.8% | +2.6% | +0.2% | +2.1% |
| 30D | -30.1% | -12.2% | -17.9% | -27.0% |
| 3M | -21.7% | +20.1% | -41.8% | -27.6% |
| 6M | -36.2% | +60.6% | -96.8% | -47.7% |
| YTD | -17.8% | +150.6% | -168.4% | -45.6% |
| 1Y | -26.8% | +104.7% | -131.5% | -46.6% |
| 3Y | +853.4% | +194.5% | +658.9% | +470.3% |
| 5Y | +2,005.0% | +582.3% | +1,422.7% | +670.6% |
| All | +2,005.0% | +586.3% | +1,418.7% | +670.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling