+2,470.8%
CLS vs MDB
+1,017.4%
+1,453.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.6% |
| 7D | +4.6% | -17.4% | +22.0% | +8.6% |
| 30D | -13.9% | -2.0% | -11.9% | -13.9% |
| 3M | -26.6% | -3.0% | -23.6% | -26.7% |
| 6M | +15.4% | +48.7% | -33.3% | +4.4% |
| YTD | +5.7% | -12.1% | +17.8% | +5.3% |
| 1Y | +41.1% | +14.5% | +26.6% | +32.5% |
| 3Y | +1,228.6% | -6.1% | +1,234.7% | +1,129.3% |
| 5Y | +3,240.6% | -27.3% | +3,268.0% | +2,848.5% |
| All | +2,470.8% | +1,017.4% | +1,453.4% | +1,587.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling