+74.0%
CLF vs MDB
+892.0%
-818.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.6% | +2.3% | +6.1% |
| 7D | -14.1% | -0.9% | -13.2% | -13.8% |
| 30D | -5.5% | -15.2% | +9.6% | -2.8% |
| 3M | 0.0% | -17.9% | +17.9% | +2.5% |
| 6M | +11.3% | +9.3% | +1.9% | +6.7% |
| YTD | -7.7% | -22.0% | +14.3% | -7.6% |
| 1Y | +17.5% | -9.3% | +26.9% | +13.5% |
| 3Y | -25.4% | -10.4% | -15.0% | -32.6% |
| 5Y | -46.0% | -43.2% | -2.7% | -51.2% |
| All | +74.0% | +892.0% | -818.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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