+3,132.1%
MPC vs CL
+229.5%
+2,902.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.3% | -11.4% | -9.3% |
| 7D | -10.9% | +7.7% | -18.6% | -13.6% |
| 30D | -9.4% | +15.2% | -24.6% | -14.5% |
| 3M | +26.0% | +7.3% | +18.6% | +22.1% |
| 6M | +56.5% | +17.0% | +39.5% | +45.7% |
| YTD | +144.3% | +28.0% | +116.3% | +116.5% |
| 1Y | +117.2% | +32.1% | +85.1% | +89.7% |
| 3Y | +176.3% | +41.5% | +134.8% | +124.4% |
| 5Y | +590.5% | +43.9% | +546.6% | +441.8% |
| 10Y | +1,183.8% | +79.8% | +1,104.0% | +769.5% |
| All | +3,132.1% | +229.5% | +2,902.6% | +1,104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling