+1,079.5%
MPC vs CL
+74.1%
+1,005.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.6% |
| 7D | -16.2% | +1.3% | -17.5% | -16.6% |
| 30D | -15.7% | +11.4% | -27.1% | -18.5% |
| 3M | +24.9% | +4.4% | +20.5% | +23.0% |
| 6M | +52.7% | +10.8% | +41.9% | +47.1% |
| YTD | +131.9% | +25.1% | +106.7% | +112.7% |
| 1Y | +96.6% | +28.0% | +68.7% | +78.9% |
| 3Y | +163.8% | +37.6% | +126.2% | +124.8% |
| 5Y | +533.1% | +39.7% | +493.4% | +424.2% |
| All | +1,079.5% | +74.1% | +1,005.4% | +783.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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