+642.2%
MPC vs CLF
-47.7%
+689.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | +5.4% | +7.6% | -2.1% | +4.1% |
| 30D | +31.0% | -1.2% | +32.2% | +31.0% |
| 3M | +46.0% | -13.4% | +59.4% | +48.4% |
| 6M | +77.3% | +15.4% | +61.9% | +69.2% |
| YTD | +141.9% | -5.9% | +147.8% | +138.1% |
| 1Y | +120.9% | +18.8% | +102.1% | +102.5% |
| 3Y | +182.7% | -19.4% | +202.1% | +167.2% |
| All | +642.2% | -47.7% | +689.9% | +644.8% |
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