+43.5%
MLM vs CLBK
+42.8%
+0.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.9% | +1.2% | -4.1% | -3.2% |
| 30D | -6.8% | +9.1% | -16.0% | -8.8% |
| 3M | -11.2% | +27.7% | -38.9% | -16.5% |
| 6M | -21.8% | +40.8% | -62.7% | -28.3% |
| YTD | -17.0% | +66.4% | -83.4% | -27.0% |
| 1Y | -16.4% | +72.4% | -88.7% | -27.3% |
| 3Y | +14.5% | +50.7% | -36.2% | +1.1% |
| All | +43.5% | +42.8% | +0.7% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling