+180.6%
MPC vs CL
+30.5%
+150.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.2% |
| 7D | +5.4% | -2.2% | +7.6% | +5.2% |
| 30D | +31.0% | -4.8% | +35.8% | +30.3% |
| 3M | +46.0% | +4.9% | +41.1% | +46.7% |
| 6M | +77.3% | -5.7% | +83.0% | +78.4% |
| YTD | +141.9% | +14.4% | +127.5% | +142.5% |
| 1Y | +120.9% | +8.7% | +112.2% | +121.7% |
| All | +180.6% | +30.5% | +150.2% | +164.4% |
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