+3,101.0%
MPC vs CLX
+119.4%
+2,981.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +5.4% | -9.2% | +14.7% | +6.1% |
| 30D | +31.0% | -11.0% | +42.0% | +32.0% |
| 3M | +46.0% | +5.0% | +41.0% | +45.3% |
| 6M | +77.3% | -18.8% | +96.1% | +80.1% |
| YTD | +141.9% | -4.4% | +146.3% | +141.7% |
| 1Y | +120.9% | -21.9% | +142.8% | +124.9% |
| 3Y | +182.7% | -32.8% | +215.4% | +190.6% |
| 5Y | +646.4% | -34.6% | +681.0% | +662.7% |
| 10Y | +1,138.7% | -4.7% | +1,143.4% | +902.1% |
| All | +3,101.0% | +119.4% | +2,981.6% | +1,361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling