+111.3%
MCD vs CLBK
+63.6%
+47.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -1.9% | +2.2% | -4.1% | -2.3% |
| 30D | +16.6% | +5.0% | +11.6% | +15.6% |
| 3M | +0.9% | +3.3% | -2.3% | +0.3% |
| 6M | +1.5% | +29.6% | -28.1% | -3.4% |
| YTD | -8.3% | +62.1% | -70.4% | -16.4% |
| 1Y | -8.1% | +64.3% | -72.5% | -16.5% |
| 3Y | +10.3% | +55.6% | -45.3% | -1.1% |
| 5Y | +23.4% | +29.3% | -5.8% | +11.3% |
| All | +111.3% | +63.6% | +47.7% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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