+119.9%
MDY vs CLBK
+66.9%
+53.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +1.0% | +1.1% | -0.1% | +0.6% |
| 30D | -3.1% | +7.8% | -10.9% | -6.3% |
| 3M | +1.8% | +23.9% | -22.0% | -7.5% |
| 6M | +10.8% | +42.3% | -31.5% | -5.4% |
| YTD | +14.4% | +65.4% | -51.0% | -8.9% |
| 1Y | +15.2% | +70.3% | -55.1% | -9.9% |
| 3Y | +51.2% | +54.5% | -3.3% | +19.4% |
| 5Y | +47.2% | +43.1% | +4.1% | +10.6% |
| All | +119.9% | +66.9% | +53.0% | +48.1% |
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