+40.4%
MXL vs CLBK
+43.5%
-3.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.6% |
| 7D | +18.9% | -1.5% | +20.3% | +19.7% |
| 30D | +0.3% | -1.0% | +1.4% | +0.8% |
| 3M | -8.0% | +22.9% | -31.0% | -18.5% |
| 6M | +341.2% | +44.2% | +297.0% | +255.2% |
| YTD | +327.8% | +64.0% | +263.9% | +219.0% |
| 1Y | +364.9% | +65.7% | +299.2% | +244.8% |
| 3Y | +229.2% | +54.1% | +175.2% | +149.1% |
| All | +40.4% | +43.5% | -3.1% | +5.3% |
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