+2,968.0%
MPC vs CLX
+139.0%
+2,829.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -16.2% | +13.6% | -29.8% | -16.8% |
| 30D | -15.7% | +23.4% | -39.1% | -16.8% |
| 3M | +24.9% | -2.8% | +27.7% | +25.2% |
| 6M | +52.7% | +14.0% | +38.7% | +51.0% |
| YTD | +131.9% | +4.2% | +127.7% | +130.4% |
| 1Y | +96.6% | -1.2% | +97.8% | +96.3% |
| 3Y | +163.8% | -12.7% | +176.5% | +164.6% |
| 5Y | +533.1% | -26.5% | +559.6% | +540.6% |
| 10Y | +1,118.6% | +20.2% | +1,098.4% | +806.7% |
| All | +2,968.0% | +139.0% | +2,829.0% | +1,293.5% |
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