+167.0%
MPC vs CL
+41.3%
+125.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -12.8% | +5.9% | -18.7% | -12.2% |
| 30D | -12.7% | +13.8% | -26.5% | -11.4% |
| 3M | +27.1% | +6.4% | +20.7% | +28.0% |
| 6M | +45.8% | +15.6% | +30.2% | +48.3% |
| YTD | +134.7% | +27.9% | +106.8% | +139.2% |
| 1Y | +106.0% | +31.4% | +74.7% | +110.3% |
| All | +167.0% | +41.3% | +125.7% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling