+287.6%
MP vs CLBK
+85.1%
+202.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +9.5% | +0.9% | +8.6% | +9.1% |
| 30D | -3.0% | +3.4% | -6.4% | -4.2% |
| 3M | -30.4% | -4.3% | -26.1% | -29.4% |
| 6M | -39.2% | +28.4% | -67.5% | -44.9% |
| YTD | -23.3% | +59.4% | -82.7% | -36.4% |
| 1Y | -32.6% | +64.8% | -97.5% | -45.2% |
| 3Y | +159.3% | +50.6% | +108.7% | +114.6% |
| 5Y | -16.4% | +28.3% | -44.7% | -28.9% |
| All | +287.6% | +85.1% | +202.5% | +191.3% |
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