+445.3%
MP vs CLF
+123.2%
+322.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.7% |
| 7D | -2.9% | +7.6% | -10.4% | -5.5% |
| 30D | +13.8% | -1.2% | +15.0% | +14.2% |
| 3M | -16.7% | -13.4% | -3.3% | -13.3% |
| 6M | -11.5% | +15.4% | -26.9% | -18.1% |
| YTD | +7.9% | -5.9% | +13.8% | +5.8% |
| 1Y | -15.0% | +18.8% | -33.9% | -26.0% |
| 3Y | +153.5% | -19.4% | +172.9% | +138.4% |
| 5Y | +58.7% | -47.7% | +106.4% | +66.6% |
| All | +445.3% | +123.2% | +322.1% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling