+254.1%
MP vs CLX
-43.1%
+297.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.7% | +5.0% |
| 7D | -10.5% | +13.6% | -24.1% | -10.1% |
| 30D | -23.5% | +23.4% | -46.9% | -23.0% |
| 3M | -25.4% | -2.8% | -22.6% | -25.7% |
| 6M | -51.3% | +14.0% | -65.2% | -51.0% |
| YTD | -29.9% | +4.2% | -34.1% | -29.5% |
| 1Y | -31.8% | -1.2% | -30.7% | -31.5% |
| 3Y | +127.0% | -12.7% | +139.7% | +127.2% |
| 5Y | -3.3% | -26.5% | +23.2% | -6.1% |
| All | +254.1% | -43.1% | +297.2% | +243.8% |
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