+3,101.0%
MPC vs CLF
-83.0%
+3,184.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | +5.4% | +7.6% | -2.1% | +4.0% |
| 30D | +31.0% | -1.2% | +32.2% | +31.0% |
| 3M | +46.0% | -13.4% | +59.4% | +48.2% |
| 6M | +77.3% | +15.4% | +61.9% | +68.4% |
| YTD | +141.9% | -5.9% | +147.8% | +137.0% |
| 1Y | +120.9% | +18.8% | +102.1% | +102.7% |
| 3Y | +182.7% | -19.4% | +202.1% | +166.2% |
| 5Y | +646.4% | -47.7% | +694.2% | +631.9% |
| 10Y | +1,138.7% | +130.4% | +1,008.4% | +749.5% |
| All | +3,101.0% | -83.0% | +3,184.0% | +3,954.9% |
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