-13.9%
MP vs CLX
-22.3%
+8.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +2.3% | +7.8% | -5.5% | +1.9% |
| 30D | -15.3% | +28.5% | -43.8% | -16.3% |
| 3M | -33.5% | +1.3% | -34.8% | -33.8% |
| 6M | -45.5% | +23.4% | -68.9% | -46.1% |
| YTD | -27.3% | +11.4% | -38.7% | -27.5% |
| 1Y | -40.7% | +6.9% | -47.6% | -40.7% |
| 3Y | +145.9% | -9.8% | +155.6% | +145.4% |
| 5Y | -13.9% | -22.7% | +8.8% | -14.4% |
| All | -13.9% | -22.3% | +8.4% | -14.4% |
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