+118.2%
MPC vs CLX
-23.1%
+141.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.1% |
| 7D | +5.4% | -9.2% | +14.7% | +3.8% |
| 30D | +31.0% | -11.0% | +42.0% | +28.6% |
| 3M | +46.0% | +5.0% | +41.0% | +48.0% |
| 6M | +77.3% | -18.8% | +96.1% | +80.0% |
| YTD | +141.9% | -4.4% | +146.3% | +142.0% |
| All | +118.2% | -23.1% | +141.4% | +119.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling