-7.7%
MDB vs CLBK
+65.7%
-73.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -16.5% | +4.6% | -21.1% | -17.2% |
| 30D | -8.6% | -1.5% | -7.1% | -8.2% |
| 3M | -13.6% | +4.4% | -18.0% | -13.8% |
| 6M | +24.1% | +31.7% | -7.6% | +18.9% |
| YTD | -21.8% | +58.7% | -80.5% | -26.9% |
| 1Y | -7.7% | +64.9% | -72.6% | -14.3% |
| All | -7.7% | +65.7% | -73.5% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling