-43.2%
MP vs CLBK
+64.1%
-107.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -3.6% | +2.9% | -6.5% | -3.3% |
| 30D | -21.0% | +5.4% | -26.4% | -20.4% |
| 3M | -33.3% | +5.8% | -39.0% | -32.4% |
| 6M | -45.9% | +28.9% | -74.8% | -42.8% |
| YTD | -27.8% | +61.8% | -89.7% | -19.2% |
| 1Y | -43.2% | +63.1% | -106.3% | -35.8% |
| All | -43.2% | +64.1% | -107.2% | -35.8% |
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