+58.1%
MP vs CLX
-34.6%
+92.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.4% |
| 7D | -2.9% | -9.2% | +6.4% | -2.5% |
| 30D | +13.8% | -11.0% | +24.9% | +14.3% |
| 3M | -16.7% | +5.0% | -21.7% | -16.9% |
| 6M | -11.5% | -18.8% | +7.3% | -10.3% |
| YTD | +7.9% | -4.4% | +12.3% | +8.5% |
| 1Y | -15.0% | -21.9% | +6.8% | -13.6% |
| 3Y | +153.5% | -32.8% | +186.3% | +156.1% |
| All | +58.1% | -34.6% | +92.8% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling