+127.0%
MP vs CLF
-33.4%
+160.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.3% | +4.4% |
| 7D | -10.5% | -19.6% | +9.1% | -4.1% |
| 30D | -23.5% | -5.0% | -18.6% | -23.0% |
| 3M | -25.4% | -6.3% | -19.1% | -25.0% |
| 6M | -51.3% | +2.8% | -54.0% | -53.1% |
| YTD | -29.9% | -13.7% | -16.2% | -30.0% |
| 1Y | -31.8% | +13.6% | -45.4% | -38.1% |
| 3Y | +127.0% | -34.0% | +161.0% | +130.9% |
| All | +127.0% | -33.4% | +160.4% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling