+3,005.7%
MPC vs CL
+229.2%
+2,776.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -12.8% | +5.9% | -18.7% | -14.8% |
| 30D | -12.7% | +13.8% | -26.5% | -17.2% |
| 3M | +27.1% | +6.4% | +20.7% | +23.6% |
| 6M | +45.8% | +15.6% | +30.2% | +36.3% |
| YTD | +134.7% | +27.9% | +106.8% | +108.1% |
| 1Y | +106.0% | +31.4% | +74.7% | +80.4% |
| 3Y | +165.5% | +41.4% | +124.1% | +115.7% |
| 5Y | +540.9% | +42.8% | +498.1% | +405.1% |
| 10Y | +1,133.6% | +79.7% | +1,054.0% | +735.7% |
| All | +3,005.7% | +229.2% | +2,776.4% | +1,058.0% |
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 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