+264.6%
MP vs CLX
-39.3%
+303.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.4% |
| 7D | -3.6% | +13.6% | -17.3% | -3.2% |
| 30D | -21.0% | +29.1% | -50.0% | -20.4% |
| 3M | -33.3% | +1.6% | -34.9% | -33.5% |
| 6M | -45.9% | +18.7% | -64.6% | -45.5% |
| YTD | -27.8% | +11.1% | -38.9% | -27.3% |
| 1Y | -43.2% | +7.0% | -50.2% | -42.8% |
| 3Y | +144.0% | -10.0% | +154.0% | +144.3% |
| 5Y | -6.1% | -22.6% | +16.5% | -9.1% |
| All | +264.6% | -39.3% | +303.9% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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