+24.6%
CLF vs MDB
-8.6%
+33.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.8% |
| 7D | -9.1% | -1.0% | -8.0% | -9.0% |
| 30D | -0.9% | -14.0% | +13.1% | -0.6% |
| 3M | +3.0% | -20.3% | +23.3% | +3.4% |
| 6M | +16.7% | +10.9% | +5.8% | +18.6% |
| YTD | -3.2% | -20.9% | +17.7% | -4.6% |
| 1Y | +24.6% | -11.2% | +35.8% | +22.5% |
| All | +24.6% | -8.6% | +33.2% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling