+19.3%
MLM vs CLBK
+44.9%
-25.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -4.1% | +0.6% | -4.8% | -4.2% |
| 30D | +8.2% | +2.9% | +5.3% | +7.4% |
| 3M | -3.6% | +3.0% | -6.5% | -4.4% |
| 6M | -15.6% | +27.3% | -42.8% | -20.9% |
| YTD | -16.4% | +58.0% | -74.4% | -26.2% |
| 1Y | -14.3% | +62.4% | -76.7% | -24.9% |
| 3Y | +19.3% | +46.9% | -27.6% | +6.7% |
| All | +19.3% | +44.9% | -25.5% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling