+1,135.3%
MPC vs CLX
+29.7%
+1,105.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +2.6% | +7.8% | -5.2% | +3.0% |
| 30D | -12.2% | +28.5% | -40.7% | -11.0% |
| 3M | +20.1% | +1.3% | +18.8% | +20.5% |
| 6M | +60.6% | +23.4% | +37.2% | +62.7% |
| YTD | +150.6% | +11.4% | +139.2% | +153.2% |
| 1Y | +104.7% | +6.9% | +97.7% | +106.6% |
| 3Y | +194.5% | -9.8% | +204.3% | +196.6% |
| 5Y | +582.3% | -22.7% | +605.0% | +585.3% |
| 10Y | +1,135.3% | +28.7% | +1,106.5% | +993.5% |
| All | +1,135.3% | +29.7% | +1,105.6% | +993.5% |
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