+214.8%
MCO vs CLBK
+64.7%
+150.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -3.1% | -1.5% | -1.7% | -2.7% |
| 30D | -0.5% | +6.7% | -7.2% | -2.7% |
| 3M | +5.7% | +21.2% | -15.5% | -1.1% |
| 6M | +3.0% | +42.0% | -38.9% | -8.8% |
| YTD | -6.5% | +63.3% | -69.7% | -21.3% |
| 1Y | -5.8% | +65.4% | -71.2% | -21.5% |
| 3Y | +43.1% | +52.5% | -9.4% | +19.3% |
| 5Y | +29.5% | +42.0% | -12.5% | +2.8% |
| All | +214.8% | +64.7% | +150.1% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling