+169.0%
MKSI vs CLBK
+65.5%
+103.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | -1.5% | +4.1% | +3.4% |
| 30D | -12.8% | -1.0% | -11.8% | -12.3% |
| 3M | -22.5% | +22.9% | -45.4% | -31.0% |
| 6M | +19.4% | +44.2% | -24.8% | -2.5% |
| YTD | +67.7% | +64.0% | +3.8% | +26.8% |
| 1Y | +131.4% | +65.7% | +65.7% | +73.1% |
| 3Y | +197.3% | +54.1% | +143.3% | +124.9% |
| 5Y | +87.0% | +44.7% | +42.3% | +31.3% |
| All | +169.0% | +65.5% | +103.5% | +71.9% |
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 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