-32.6%
MP vs CLF
+15.2%
-47.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +4.5% |
| 7D | +9.5% | +10.4% | -0.9% | +6.0% |
| 30D | -3.0% | +0.6% | -3.5% | -3.9% |
| 3M | -30.4% | +4.1% | -34.5% | -32.3% |
| 6M | -39.2% | +15.1% | -54.3% | -42.9% |
| YTD | -23.3% | -4.7% | -18.5% | -26.7% |
| 1Y | -32.6% | +20.4% | -53.0% | -46.3% |
| All | -32.6% | +15.2% | -47.8% | -46.3% |
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