+150.5%
MP vs CLBK
+54.8%
+95.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | +11.0% | +2.5% | +8.5% | +10.3% |
| 30D | -11.7% | +3.7% | -15.4% | -12.6% |
| 3M | -30.8% | -3.3% | -27.5% | -30.2% |
| 6M | -42.9% | +29.6% | -72.6% | -47.4% |
| YTD | -25.9% | +60.3% | -86.1% | -36.7% |
| 1Y | -37.3% | +63.4% | -100.7% | -47.1% |
| All | +150.5% | +54.8% | +95.7% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling