+237.4%
MP vs CL
+56.7%
+180.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -6.0% | -6.1% |
| 7D | -19.0% | +5.9% | -24.9% | -17.4% |
| 30D | -30.5% | +13.8% | -44.2% | -27.5% |
| 3M | -29.6% | +6.4% | -36.0% | -28.0% |
| 6M | -50.4% | +15.6% | -66.1% | -47.9% |
| YTD | -33.2% | +27.9% | -61.1% | -27.6% |
| 1Y | -38.6% | +31.4% | -70.0% | -32.9% |
| 3Y | +105.5% | +41.4% | +64.1% | +123.4% |
| 5Y | -7.8% | +42.8% | -50.6% | +0.4% |
| All | +237.4% | +56.7% | +180.7% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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