+2,615.8%
CLS vs MDB
+978.8%
+1,637.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.5% | +9.1% | +6.3% |
| 7D | +12.8% | -18.0% | +30.8% | +17.3% |
| 30D | +3.8% | -10.7% | +14.6% | +5.8% |
| 3M | -14.6% | +1.0% | -15.6% | -15.6% |
| 6M | +32.2% | +31.6% | +0.6% | +22.7% |
| YTD | +11.6% | -15.2% | +26.8% | +12.0% |
| 1Y | +35.1% | +10.1% | +24.9% | +27.8% |
| 3Y | +1,312.5% | -5.6% | +1,318.2% | +1,206.9% |
| 5Y | +3,542.1% | -24.5% | +3,566.6% | +3,106.2% |
| All | +2,615.8% | +978.8% | +1,637.0% | +1,695.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling