+642.2%
MPC vs CLX
-34.6%
+676.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.2% |
| 7D | +5.4% | -9.2% | +14.7% | +4.9% |
| 30D | +31.0% | -11.0% | +42.0% | +30.2% |
| 3M | +46.0% | +5.0% | +41.0% | +46.5% |
| 6M | +77.3% | -18.8% | +96.1% | +77.4% |
| YTD | +141.9% | -4.4% | +146.3% | +142.3% |
| 1Y | +120.9% | -21.9% | +142.8% | +120.7% |
| 3Y | +182.7% | -32.8% | +215.4% | +181.6% |
| All | +642.2% | -34.6% | +676.9% | +634.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling