+534.5%
MPC vs CLF
-51.2%
+585.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -16.2% | -19.6% | +3.4% | -13.1% |
| 30D | -15.7% | -5.0% | -10.7% | -15.5% |
| 3M | +24.9% | -6.3% | +31.2% | +25.2% |
| 6M | +52.7% | +2.8% | +49.9% | +48.5% |
| YTD | +131.9% | -13.7% | +145.6% | +129.9% |
| 1Y | +96.6% | +13.6% | +83.1% | +83.7% |
| 3Y | +163.8% | -34.0% | +197.8% | +158.6% |
| All | +534.5% | -51.2% | +585.7% | +536.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 5y: compounded portfolio wealth divided by compounded CLF 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…
5y analysis · Full analysis span regression · 6 months rolling