-51.3%
MP vs CLBK
+27.2%
-78.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +5.2% |
| 7D | -10.5% | +0.6% | -11.1% | -10.4% |
| 30D | -23.5% | +2.9% | -26.4% | -22.9% |
| 3M | -25.4% | +3.0% | -28.4% | -23.8% |
| 6M | -51.3% | +27.3% | -78.5% | -45.4% |
| All | -51.3% | +27.2% | -78.5% | -45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling