-34.6%
MP vs CLBK
+65.7%
-100.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.9% | -6.0% | -5.0% |
| 7D | -12.5% | +4.6% | -17.1% | -12.0% |
| 30D | -23.3% | -1.5% | -21.8% | -23.4% |
| 3M | -24.4% | +4.4% | -28.7% | -23.6% |
| 6M | -45.8% | +31.7% | -77.4% | -43.4% |
| YTD | -28.9% | +58.7% | -87.6% | -23.6% |
| 1Y | -34.6% | +64.9% | -99.5% | -29.7% |
| All | -34.6% | +65.7% | -100.3% | -29.7% |
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 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