-24.5%
MDB vs CLBK
+43.5%
-68.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -18.0% | +1.1% | -19.1% | -18.3% |
| 30D | -10.7% | +7.8% | -18.5% | -12.7% |
| 3M | +1.0% | +23.9% | -22.9% | -5.5% |
| 6M | +31.6% | +42.3% | -10.7% | +18.1% |
| YTD | -15.2% | +65.4% | -80.6% | -27.6% |
| 1Y | +10.1% | +70.3% | -60.2% | -7.3% |
| 3Y | -5.6% | +54.5% | -60.1% | -19.6% |
| 5Y | -24.5% | +43.1% | -67.6% | -35.3% |
| All | -24.5% | +43.5% | -68.0% | -35.3% |
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 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