+30.0%
MGY vs CLBK
+52.2%
-22.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.5% | -1.5% | +5.0% | +3.9% |
| 30D | +5.3% | -1.0% | +6.3% | +5.5% |
| 3M | +2.6% | +22.9% | -20.3% | -2.8% |
| 6M | -3.3% | +44.2% | -47.5% | -12.7% |
| YTD | +29.2% | +64.0% | -34.7% | +11.6% |
| 1Y | +18.0% | +65.7% | -47.6% | +1.2% |
| 3Y | +30.0% | +54.1% | -24.0% | +13.1% |
| All | +30.0% | +52.2% | -22.2% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling