+106.6%
MMM vs CLBK
+57.4%
+49.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.3% | +1.2% | -4.5% | -3.7% |
| 30D | -7.0% | +9.1% | -16.1% | -9.6% |
| 3M | +10.8% | +27.7% | -16.9% | +2.1% |
| 6M | +5.8% | +40.8% | -35.1% | -5.8% |
| YTD | +6.8% | +66.4% | -59.6% | -10.1% |
| 1Y | +10.4% | +72.4% | -62.0% | -8.5% |
| All | +106.6% | +57.4% | +49.2% | +73.6% |
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