+1,980.9%
CLS vs MDB
-41.3%
+2,022.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.7% | -5.0% |
| 7D | +16.3% | +6.8% | +9.5% | +14.5% |
| 30D | -25.7% | -6.2% | -19.5% | -24.2% |
| 3M | -30.9% | -29.2% | -1.6% | -25.3% |
| 6M | -35.5% | +10.3% | -45.8% | -38.4% |
| YTD | -18.7% | -20.4% | +1.7% | -17.4% |
| 1Y | -17.9% | -4.8% | -13.1% | -21.1% |
| 3Y | +838.1% | -11.6% | +849.7% | +756.5% |
| All | +1,980.9% | -41.3% | +2,022.2% | +1,682.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling