+2,445.0%
CLS vs MPC
+2,885.5%
-440.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -3.9% | -9.1% | -11.5% |
| 7D | -27.3% | -12.8% | -14.5% | -23.2% |
| 30D | -47.0% | -12.7% | -34.3% | -44.5% |
| 3M | -43.3% | +27.1% | -70.4% | -49.0% |
| 6M | -50.8% | +45.8% | -96.6% | -58.3% |
| YTD | -30.4% | +134.7% | -165.1% | -52.2% |
| 1Y | -41.7% | +106.0% | -147.7% | -57.8% |
| 3Y | +701.4% | +165.5% | +535.9% | +415.1% |
| 5Y | +1,767.8% | +540.9% | +1,226.9% | +724.4% |
| 10Y | +1,636.8% | +1,133.6% | +503.2% | +430.9% |
| All | +2,445.0% | +2,885.5% | -440.4% | +331.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling