+28.6%
MCO vs CLBK
+43.6%
-15.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -7.3% | -1.4% | -6.0% | -7.0% |
| 30D | -1.7% | +4.5% | -6.2% | -2.7% |
| 3M | +3.9% | +22.8% | -18.9% | -0.8% |
| 6M | +3.8% | +43.4% | -39.6% | -4.3% |
| YTD | -7.9% | +64.1% | -72.0% | -17.7% |
| 1Y | -6.8% | +67.6% | -74.4% | -17.4% |
| 3Y | +40.9% | +53.3% | -12.3% | +25.3% |
| All | +28.6% | +43.6% | -15.0% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling