+58.1%
MP vs CL
+28.4%
+29.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.0% |
| 7D | -2.9% | -2.2% | -0.7% | -3.4% |
| 30D | +13.8% | -4.8% | +18.7% | +12.4% |
| 3M | -16.7% | +4.9% | -21.6% | -15.5% |
| 6M | -11.5% | -5.7% | -5.8% | -12.2% |
| YTD | +7.9% | +14.4% | -6.4% | +12.1% |
| 1Y | -15.0% | +8.7% | -23.8% | -12.3% |
| 3Y | +153.5% | +30.0% | +123.5% | +155.4% |
| All | +58.1% | +28.4% | +29.8% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling