+44.2%
MDT vs CLBK
+66.9%
-22.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +0.4% | +1.1% | -0.8% | +0.1% |
| 30D | +6.0% | +7.8% | -1.8% | +3.9% |
| 3M | +15.5% | +23.9% | -8.3% | +9.0% |
| 6M | +3.4% | +42.3% | -38.9% | -6.1% |
| YTD | -2.2% | +65.4% | -67.6% | -14.9% |
| 1Y | +2.6% | +70.3% | -67.7% | -11.8% |
| 3Y | +27.5% | +54.5% | -26.9% | +9.2% |
| 5Y | -20.1% | +43.1% | -63.2% | -33.9% |
| All | +44.2% | +66.9% | -22.7% | +7.7% |
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