+3,005.7%
MPC vs CLF
-84.7%
+3,090.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -12.2% | +8.3% | -1.6% |
| 7D | -12.8% | -21.0% | +8.2% | -8.9% |
| 30D | -12.7% | -8.0% | -4.7% | -11.9% |
| 3M | +27.1% | -10.9% | +38.0% | +28.5% |
| 6M | +45.8% | +5.8% | +40.0% | +40.5% |
| YTD | +134.7% | -15.1% | +149.8% | +132.5% |
| 1Y | +106.0% | +7.2% | +98.8% | +94.1% |
| 3Y | +165.5% | -34.2% | +199.7% | +158.7% |
| 5Y | +540.9% | -49.6% | +590.5% | +529.9% |
| 10Y | +1,133.6% | +109.9% | +1,023.7% | +756.7% |
| All | +3,005.7% | -84.7% | +3,090.4% | +3,878.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling