-14.3%
MLM vs CLBK
+60.8%
-75.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -4.1% | +0.6% | -4.8% | -4.2% |
| 30D | +8.2% | +2.9% | +5.3% | +7.6% |
| 3M | -3.6% | +3.0% | -6.5% | -4.3% |
| 6M | -15.6% | +27.3% | -42.8% | -20.6% |
| YTD | -16.4% | +58.0% | -74.4% | -25.2% |
| 1Y | -14.3% | +62.4% | -76.7% | -24.1% |
| All | -14.3% | +60.8% | -75.1% | -24.1% |
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