+96.7%
MCD vs CLBK
+66.9%
+29.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -2.0% | +1.1% | -3.2% | -2.2% |
| 30D | -6.1% | +7.8% | -13.9% | -7.4% |
| 3M | -7.3% | +23.9% | -31.1% | -10.9% |
| 6M | -20.9% | +42.3% | -63.3% | -26.0% |
| YTD | -14.7% | +65.4% | -80.1% | -22.4% |
| 1Y | -16.1% | +70.3% | -86.4% | -24.4% |
| 3Y | -1.5% | +54.5% | -56.0% | -11.5% |
| 5Y | +20.4% | +43.1% | -22.7% | +4.7% |
| All | +96.7% | +66.9% | +29.8% | +65.2% |
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