-13.4%
MLM vs CLBK
+63.6%
-77.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.1% |
| 7D | -3.8% | +1.8% | -5.6% | -4.2% |
| 30D | +11.0% | +5.1% | +5.9% | +10.0% |
| 3M | -3.1% | +5.2% | -8.2% | -4.1% |
| 6M | -9.8% | +28.6% | -38.4% | -15.2% |
| YTD | -14.4% | +61.4% | -75.8% | -23.6% |
| All | -13.4% | +63.6% | -77.0% | -23.0% |
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 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