+502.7%
MPC vs CLBK
+59.4%
+443.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.7% |
| 7D | -16.2% | +0.6% | -16.8% | -16.5% |
| 30D | -15.7% | +2.9% | -18.6% | -16.9% |
| 3M | +24.9% | +3.0% | +21.9% | +22.9% |
| 6M | +52.7% | +27.3% | +25.4% | +34.8% |
| YTD | +131.9% | +58.0% | +73.9% | +82.2% |
| 1Y | +96.6% | +62.4% | +34.3% | +52.0% |
| 3Y | +163.8% | +46.9% | +116.8% | +102.3% |
| 5Y | +533.1% | +25.3% | +507.9% | +371.4% |
| All | +502.7% | +59.4% | +443.2% | +241.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling