+1,093.9%
MPC vs CL
+77.9%
+1,016.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -12.8% | +5.9% | -18.7% | -14.3% |
| 30D | -12.7% | +13.8% | -26.5% | -16.1% |
| 3M | +27.1% | +6.4% | +20.7% | +24.5% |
| 6M | +45.8% | +15.6% | +30.2% | +38.7% |
| YTD | +134.7% | +27.9% | +106.8% | +114.0% |
| 1Y | +106.0% | +31.4% | +74.7% | +86.0% |
| 3Y | +165.5% | +41.4% | +124.1% | +124.3% |
| 5Y | +540.9% | +42.8% | +498.1% | +427.4% |
| All | +1,093.9% | +77.9% | +1,016.0% | +788.5% |
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