-15.4%
MDLN vs CLBK
+52.7%
-68.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.1% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | -1.5% | +7.8% | -9.3% | -2.6% |
| 3M | +2.6% | +23.9% | -21.2% | -0.6% |
| 6M | -20.9% | +42.3% | -63.2% | -24.5% |
| YTD | -17.4% | +65.4% | -82.8% | -20.1% |
| All | -15.4% | +52.7% | -68.1% | -19.0% |
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