-18.3%
MDT vs CLBK
+41.8%
-60.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +1.0% | +4.5% | -3.5% | +0.4% |
| 3M | +15.2% | +22.8% | -7.6% | +11.8% |
| 6M | +3.7% | +43.4% | -39.8% | -1.6% |
| YTD | -3.0% | +64.1% | -67.1% | -9.8% |
| 1Y | +2.5% | +67.6% | -65.1% | -5.2% |
| 3Y | +26.5% | +53.3% | -26.8% | +16.9% |
| 5Y | -18.3% | +44.8% | -63.1% | -25.6% |
| All | -18.3% | +41.8% | -60.1% | -25.6% |
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