-34.0%
CLF vs MDB
-9.9%
-24.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.3% |
| 7D | -19.6% | -11.4% | -8.2% | -18.2% |
| 30D | -5.0% | -13.8% | +8.9% | -3.1% |
| 3M | -6.3% | -15.5% | +9.2% | -5.0% |
| 6M | +2.8% | +17.9% | -15.2% | -1.4% |
| YTD | -13.7% | -25.5% | +11.8% | -12.6% |
| 1Y | +13.6% | -12.1% | +25.7% | +11.1% |
| 3Y | -34.0% | -5.9% | -28.1% | -42.3% |
| All | -34.0% | -9.9% | -24.1% | -42.3% |
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