+186.7%
MLM vs CLBK
+62.9%
+123.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.6% |
| 7D | -3.8% | +1.8% | -5.6% | -4.5% |
| 30D | +11.0% | +5.1% | +5.9% | +8.8% |
| 3M | -3.1% | +5.2% | -8.2% | -5.3% |
| 6M | -9.8% | +28.6% | -38.4% | -19.2% |
| YTD | -14.4% | +61.4% | -75.8% | -30.5% |
| 1Y | -12.6% | +64.7% | -77.3% | -29.8% |
| 3Y | +19.7% | +55.1% | -35.4% | -5.6% |
| 5Y | +29.8% | +28.4% | +1.4% | +4.4% |
| All | +186.7% | +62.9% | +123.8% | +93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling