+259.1%
MP vs CLF
+129.3%
+129.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.2% | +4.1% | -1.7% |
| 7D | -12.5% | -7.9% | -4.7% | -9.9% |
| 30D | -23.3% | +5.2% | -28.6% | -25.6% |
| 3M | -24.4% | +4.3% | -28.7% | -26.8% |
| 6M | -45.8% | +25.3% | -71.0% | -51.9% |
| YTD | -28.9% | -3.3% | -25.6% | -32.1% |
| 1Y | -34.6% | +20.2% | -54.8% | -42.6% |
| 3Y | +118.7% | -25.0% | +143.7% | +109.3% |
| 5Y | -3.1% | -42.1% | +39.1% | -2.6% |
| All | +259.1% | +129.3% | +129.8% | +144.3% |
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 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