+205.7%
MGY vs CLBK
+65.6%
+140.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +1.8% | -1.4% | +3.2% | +2.5% |
| 30D | +6.5% | +4.5% | +2.0% | +4.0% |
| 3M | +0.3% | +22.8% | -22.5% | -10.2% |
| 6M | -2.4% | +43.4% | -45.8% | -20.0% |
| YTD | +29.0% | +64.1% | -35.1% | -2.4% |
| 1Y | +17.0% | +67.6% | -50.5% | -13.1% |
| 3Y | +26.2% | +53.3% | -27.1% | -6.9% |
| 5Y | +92.3% | +44.8% | +47.5% | +26.8% |
| All | +205.7% | +65.6% | +140.1% | +78.0% |
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