+445.3%
MP vs CLBK
+93.2%
+352.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | +1.2% | -4.1% | -3.3% |
| 30D | +13.8% | +9.1% | +4.7% | +10.3% |
| 3M | -16.7% | +27.7% | -44.4% | -24.1% |
| 6M | -11.5% | +40.8% | -52.3% | -22.4% |
| YTD | +7.9% | +66.4% | -58.4% | -11.8% |
| 1Y | -15.0% | +72.4% | -87.4% | -32.0% |
| 3Y | +153.5% | +50.7% | +102.8% | +110.5% |
| 5Y | +58.7% | +42.9% | +15.7% | +28.7% |
| All | +445.3% | +93.2% | +352.1% | +304.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling