+259.1%
MP vs CL
+56.8%
+202.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.3% | -8.4% | -4.1% |
| 7D | -12.5% | +7.7% | -20.3% | -10.4% |
| 30D | -23.3% | +15.2% | -38.6% | -19.8% |
| 3M | -24.4% | +7.3% | -31.7% | -22.4% |
| 6M | -45.8% | +17.0% | -62.8% | -42.8% |
| YTD | -28.9% | +28.0% | -56.9% | -23.0% |
| 1Y | -34.6% | +32.1% | -66.7% | -28.5% |
| 3Y | +118.7% | +41.5% | +77.2% | +137.9% |
| 5Y | -3.1% | +43.9% | -47.0% | +6.0% |
| All | +259.1% | +56.8% | +202.3% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling