+237.4%
MP vs CLX
-43.3%
+280.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.6% | -6.0% |
| 7D | -19.0% | +12.4% | -31.4% | -18.7% |
| 30D | -30.5% | +21.1% | -51.6% | -30.1% |
| 3M | -29.6% | -3.3% | -26.3% | -29.8% |
| 6M | -50.4% | +18.8% | -69.2% | -50.1% |
| YTD | -33.2% | +3.9% | -37.1% | -32.8% |
| 1Y | -38.6% | -3.8% | -34.8% | -38.3% |
| 3Y | +105.5% | -10.5% | +116.0% | +105.9% |
| 5Y | -7.8% | -26.7% | +18.8% | -10.5% |
| All | +237.4% | -43.3% | +280.7% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling