+180.6%
MPC vs CLBK
+51.7%
+129.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | +1.2% | +4.2% | +5.1% |
| 30D | +31.0% | +9.1% | +21.8% | +28.3% |
| 3M | +46.0% | +27.7% | +18.3% | +37.7% |
| 6M | +77.3% | +40.8% | +36.5% | +62.9% |
| YTD | +141.9% | +66.4% | +75.5% | +112.6% |
| 1Y | +120.9% | +72.4% | +48.5% | +91.8% |
| All | +180.6% | +51.7% | +129.0% | +147.2% |
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 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