-34.6%
MP vs CLF
+12.5%
-47.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.2% | +4.1% | -2.3% |
| 7D | -12.5% | -7.9% | -4.7% | -10.4% |
| 30D | -23.3% | +5.2% | -28.6% | -25.0% |
| 3M | -24.4% | +4.3% | -28.7% | -26.2% |
| 6M | -45.8% | +25.3% | -71.0% | -50.5% |
| YTD | -28.9% | -3.3% | -25.6% | -32.0% |
| 1Y | -34.6% | +20.2% | -54.8% | -45.9% |
| All | -34.6% | +12.5% | -47.1% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling