+601.0%
MPC vs CLBK
+27.8%
+573.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | +11.2% | +0.9% | +10.3% | +11.0% |
| 30D | -14.5% | +3.4% | -17.9% | -15.1% |
| 3M | +16.7% | -4.3% | +20.9% | +17.7% |
| 6M | +67.6% | +28.4% | +39.2% | +58.9% |
| YTD | +157.9% | +59.4% | +98.5% | +132.9% |
| 1Y | +116.7% | +64.8% | +51.8% | +94.1% |
| 3Y | +199.8% | +50.6% | +149.2% | +169.1% |
| All | +601.0% | +27.8% | +573.3% | +495.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling