-13.9%
MLM vs CLBK
+63.3%
-77.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -2.9% | +2.4% | -5.3% | -3.3% |
| 30D | +10.4% | +4.9% | +5.5% | +9.5% |
| 3M | -3.7% | +5.3% | -9.0% | -4.8% |
| 6M | -10.3% | +28.3% | -38.6% | -15.7% |
| YTD | -14.8% | +61.1% | -75.9% | -23.9% |
| 1Y | -13.9% | +62.4% | -76.3% | -23.4% |
| All | -13.9% | +63.3% | -77.2% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling