+1,628.1%
CLS vs MPWR
+1,560.2%
+67.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -2.1% |
| 7D | -22.2% | -1.7% | -20.4% | -21.3% |
| 30D | -44.4% | -16.5% | -27.9% | -38.7% |
| 3M | -34.3% | -12.3% | -22.0% | -29.3% |
| 6M | -50.1% | -27.7% | -22.3% | -41.6% |
| YTD | -30.1% | +32.0% | -62.1% | -38.6% |
| 1Y | -39.3% | +25.1% | -64.4% | -45.0% |
| 3Y | +732.7% | +146.5% | +586.2% | +450.4% |
| 5Y | +1,777.2% | +126.0% | +1,651.2% | +1,088.8% |
| All | +1,628.1% | +1,560.2% | +67.9% | +417.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling