-17.5%
CLF vs MDB
-5.3%
-12.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.3% |
| 7D | +7.6% | -17.4% | +25.0% | +9.8% |
| 30D | -1.2% | -2.0% | +0.8% | -1.6% |
| 3M | -13.4% | -3.0% | -10.4% | -13.8% |
| 6M | +15.4% | +48.7% | -33.3% | +6.8% |
| YTD | -5.9% | -12.1% | +6.3% | -6.7% |
| 1Y | +18.8% | +14.5% | +4.3% | +11.7% |
| All | -17.5% | -5.3% | -12.2% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling