+30.0%
MTZ vs CLBK
+73.3%
-43.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | -11.1% | +9.1% | -20.2% | -12.3% |
| 3M | -36.7% | +27.7% | -64.4% | -38.9% |
| 6M | -21.9% | +40.8% | -62.8% | -26.4% |
| YTD | +9.1% | +66.4% | -57.3% | -1.3% |
| 1Y | +30.0% | +72.4% | -42.4% | +16.4% |
| All | +30.0% | +73.3% | -43.3% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling