+1,079.5%
MPC vs CLX
+19.4%
+1,060.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -16.2% | +13.6% | -29.8% | -15.6% |
| 30D | -15.7% | +23.4% | -39.1% | -14.7% |
| 3M | +24.9% | -2.8% | +27.7% | +25.1% |
| 6M | +52.7% | +14.0% | +38.7% | +54.0% |
| YTD | +131.9% | +4.2% | +127.7% | +133.5% |
| 1Y | +96.6% | -1.2% | +97.8% | +97.8% |
| 3Y | +163.8% | -12.7% | +176.5% | +165.0% |
| 5Y | +533.1% | -26.5% | +559.6% | +534.0% |
| All | +1,079.5% | +19.4% | +1,060.1% | +962.0% |
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