+1,570.6%
MU vs CLBK
+61.7%
+1,508.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.1% |
| 7D | +21.6% | +2.5% | +19.2% | +20.5% |
| 30D | -16.2% | +3.7% | -19.9% | -17.6% |
| 3M | -12.4% | -3.3% | -9.1% | -11.4% |
| 6M | +4.2% | +29.6% | -25.5% | -8.0% |
| YTD | +180.0% | +60.3% | +119.7% | +123.1% |
| 1Y | +226.4% | +63.4% | +163.0% | +156.9% |
| 3Y | +969.7% | +53.8% | +915.9% | +729.7% |
| 5Y | +957.9% | +29.0% | +929.0% | +732.0% |
| All | +1,570.6% | +61.7% | +1,508.9% | +945.1% |
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