+875.2%
MDB vs CLBK
+64.7%
+810.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | -4.5% | -1.5% | -3.1% | -4.1% |
| 30D | -14.0% | +6.7% | -20.7% | -15.8% |
| 3M | +5.3% | +21.2% | -15.8% | -1.2% |
| 6M | +31.9% | +42.0% | -10.1% | +17.5% |
| YTD | -14.6% | +63.3% | -77.9% | -27.6% |
| 1Y | +8.2% | +65.4% | -57.1% | -9.1% |
| 3Y | -5.0% | +52.5% | -57.5% | -19.7% |
| 5Y | -24.5% | +42.0% | -66.5% | -37.6% |
| All | +875.2% | +64.7% | +810.4% | +698.3% |
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 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