+1,734.7%
CLS vs MDB
+892.0%
+842.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.6% | +3.2% | +6.9% |
| 7D | -10.6% | -0.9% | -9.6% | -10.2% |
| 30D | -38.4% | -15.2% | -23.3% | -36.1% |
| 3M | -29.9% | -17.9% | -12.0% | -27.5% |
| 6M | -40.6% | +9.3% | -50.0% | -42.7% |
| YTD | -24.6% | -22.0% | -2.6% | -23.3% |
| 1Y | -30.8% | -9.3% | -21.5% | -32.1% |
| 3Y | +811.7% | -10.4% | +822.1% | +751.7% |
| 5Y | +1,838.4% | -43.2% | +1,881.7% | +1,677.8% |
| All | +1,734.7% | +892.0% | +842.7% | +1,129.1% |
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 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