+46.3%
MDY vs CLBK
+43.5%
+2.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.9% | -1.5% | -0.4% | -1.4% |
| 30D | -4.6% | -1.0% | -3.6% | -4.4% |
| 3M | -1.2% | +22.9% | -24.1% | -7.4% |
| 6M | +9.2% | +44.2% | -35.0% | -2.5% |
| YTD | +13.1% | +64.0% | -50.9% | -3.1% |
| 1Y | +13.0% | +65.7% | -52.7% | -3.8% |
| 3Y | +49.2% | +54.1% | -4.8% | +27.6% |
| All | +46.3% | +43.5% | +2.8% | +18.9% |
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