-51.4%
CLF vs MDB
-44.1%
-7.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.2% |
| 7D | -19.6% | -11.4% | -8.2% | -17.8% |
| 30D | -5.0% | -13.8% | +8.9% | -2.5% |
| 3M | -6.3% | -15.5% | +9.2% | -4.6% |
| 6M | +2.8% | +17.9% | -15.2% | -3.0% |
| YTD | -13.7% | -25.5% | +11.8% | -12.8% |
| 1Y | +13.6% | -12.1% | +25.7% | +10.3% |
| 3Y | -34.0% | -5.9% | -28.1% | -41.5% |
| All | -51.4% | -44.1% | -7.4% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling