+24.6%
MMM vs CLBK
+67.9%
-43.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.3% | +1.2% | -4.5% | -3.8% |
| 30D | -7.0% | +9.1% | -16.1% | -10.1% |
| 3M | +10.8% | +27.7% | -16.9% | +0.8% |
| 6M | +5.8% | +40.8% | -35.1% | -7.3% |
| YTD | +6.8% | +66.4% | -59.6% | -12.4% |
| 1Y | +10.4% | +72.4% | -62.0% | -10.9% |
| 3Y | +104.7% | +50.7% | +54.0% | +68.8% |
| 5Y | +23.6% | +42.9% | -19.4% | -1.2% |
| All | +24.6% | +67.9% | -43.3% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling