+19.9%
MDT vs CLBK
+65.7%
-45.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +6.0% |
| 7D | +10.7% | +4.6% | +6.1% | +10.1% |
| 30D | +19.3% | -1.5% | +20.8% | +19.4% |
| 3M | +22.8% | +4.4% | +18.4% | +21.8% |
| 6M | +36.4% | +31.7% | +4.7% | +31.5% |
| YTD | +12.1% | +58.7% | -46.6% | +6.2% |
| 1Y | +19.9% | +64.9% | -44.9% | +14.2% |
| All | +19.9% | +65.7% | -45.8% | +14.2% |
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