+206.1%
MXL vs CLBK
+52.3%
+153.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.4% |
| 7D | +16.6% | -1.4% | +18.0% | +17.5% |
| 30D | +0.5% | +4.5% | -4.1% | -2.2% |
| 3M | -3.6% | +22.8% | -26.4% | -15.4% |
| 6M | +328.0% | +43.4% | +284.6% | +238.3% |
| YTD | +297.8% | +64.1% | +233.7% | +187.5% |
| 1Y | +339.4% | +67.6% | +271.9% | +213.4% |
| All | +206.1% | +52.3% | +153.8% | +139.5% |
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