+277.5%
MP vs CLX
-40.0%
+317.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.6% | +1.0% | +6.8% |
| 7D | -1.6% | +17.4% | -19.0% | -1.1% |
| 30D | -18.2% | +27.8% | -45.9% | -17.6% |
| 3M | -26.1% | +3.0% | -29.1% | -26.3% |
| 6M | -44.0% | +17.5% | -61.5% | -43.6% |
| YTD | -25.3% | +10.0% | -35.3% | -24.7% |
| 1Y | -35.6% | +3.3% | -38.9% | -35.2% |
| 3Y | +147.1% | -10.1% | +157.2% | +147.3% |
| 5Y | -11.3% | -23.7% | +12.5% | -14.2% |
| All | +277.5% | -40.0% | +317.5% | +267.0% |
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