+3,005.7%
MPC vs CLX
+138.4%
+2,867.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.5% | -3.9% |
| 7D | -12.8% | +12.4% | -25.2% | -13.4% |
| 30D | -12.7% | +21.1% | -33.8% | -13.7% |
| 3M | +27.1% | -3.3% | +30.4% | +27.4% |
| 6M | +45.8% | +18.8% | +27.0% | +43.7% |
| YTD | +134.7% | +3.9% | +130.8% | +133.3% |
| 1Y | +106.0% | -3.8% | +109.9% | +106.2% |
| 3Y | +165.5% | -10.5% | +176.0% | +165.5% |
| 5Y | +540.9% | -26.7% | +567.6% | +548.6% |
| 10Y | +1,133.6% | +19.9% | +1,113.7% | +818.0% |
| All | +3,005.7% | +138.4% | +2,867.3% | +1,310.8% |
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