+254.1%
MP vs CLBK
+83.5%
+170.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.6% |
| 7D | -10.5% | +0.6% | -11.1% | -10.7% |
| 30D | -23.5% | +2.9% | -26.4% | -24.4% |
| 3M | -25.4% | +3.0% | -28.4% | -26.4% |
| 6M | -51.3% | +27.3% | -78.5% | -55.7% |
| YTD | -29.9% | +58.0% | -87.9% | -41.7% |
| 1Y | -31.8% | +62.4% | -94.2% | -44.2% |
| 3Y | +127.0% | +46.9% | +80.1% | +89.6% |
| 5Y | -3.3% | +25.3% | -28.5% | -17.0% |
| All | +254.1% | +83.5% | +170.6% | +166.9% |
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