+28.0%
CL vs MDB
-8.6%
+36.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.2% |
| 7D | +2.6% | -1.0% | +3.6% | +2.6% |
| 30D | +11.8% | -14.0% | +25.7% | +11.2% |
| 3M | +5.9% | -20.3% | +26.2% | +5.3% |
| 6M | +13.3% | +10.9% | +2.5% | +14.3% |
| YTD | +27.1% | -20.9% | +48.0% | +24.6% |
| 1Y | +28.0% | -11.2% | +39.2% | +27.1% |
| All | +28.0% | -8.6% | +36.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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