-10.9%
MP vs CLX
-20.8%
+10.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.4% |
| 7D | +9.5% | +9.5% | 0.0% | +9.0% |
| 30D | -3.0% | +30.7% | -33.7% | -4.3% |
| 3M | -30.4% | +4.2% | -34.6% | -30.8% |
| 6M | -39.2% | +22.1% | -61.3% | -39.8% |
| YTD | -23.3% | +14.1% | -37.4% | -23.7% |
| 1Y | -32.6% | +10.3% | -43.0% | -32.8% |
| 3Y | +159.3% | -7.8% | +167.1% | +158.5% |
| All | -10.9% | -20.8% | +10.0% | -13.2% |
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