+264.6%
MP vs CLBK
+88.0%
+176.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -3.6% | +2.9% | -6.5% | -4.5% |
| 30D | -21.0% | +5.4% | -26.4% | -22.4% |
| 3M | -33.3% | +5.8% | -39.0% | -34.7% |
| 6M | -45.9% | +28.9% | -74.8% | -51.0% |
| YTD | -27.8% | +61.8% | -89.7% | -40.5% |
| 1Y | -43.2% | +63.1% | -106.3% | -53.5% |
| 3Y | +144.0% | +55.3% | +88.7% | +99.6% |
| 5Y | -6.1% | +28.0% | -34.1% | -19.9% |
| All | +264.6% | +88.0% | +176.6% | +172.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling