+1,106.2%
MPC vs CLX
+26.7%
+1,079.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +4.9% |
| 7D | -9.4% | +17.4% | -26.8% | -8.6% |
| 30D | -14.3% | +27.8% | -42.1% | -13.2% |
| 3M | +31.1% | +3.0% | +28.1% | +31.7% |
| 6M | +60.3% | +17.5% | +42.7% | +62.0% |
| YTD | +142.5% | +10.0% | +132.5% | +144.9% |
| 1Y | +104.6% | +3.3% | +101.3% | +106.3% |
| 3Y | +191.7% | -10.1% | +201.8% | +193.7% |
| 5Y | +549.2% | -23.7% | +573.0% | +551.6% |
| 10Y | +1,106.2% | +24.9% | +1,081.4% | +975.2% |
| All | +1,106.2% | +26.7% | +1,079.5% | +975.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling