+237.4%
MP vs CLF
+101.3%
+136.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -12.2% | +6.2% | -1.6% |
| 7D | -19.0% | -21.0% | +2.0% | -11.9% |
| 30D | -30.5% | -8.0% | -22.5% | -29.2% |
| 3M | -29.6% | -10.9% | -18.7% | -27.9% |
| 6M | -50.4% | +5.8% | -56.2% | -53.3% |
| YTD | -33.2% | -15.1% | -18.1% | -33.2% |
| 1Y | -38.6% | +7.2% | -45.8% | -43.8% |
| 3Y | +105.5% | -34.2% | +139.7% | +106.0% |
| 5Y | -7.8% | -49.6% | +41.8% | -2.8% |
| All | +237.4% | +101.3% | +136.2% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling