-47.8%
CLF vs MDB
-28.4%
-19.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.5% |
| 7D | +7.6% | -17.4% | +25.0% | +10.6% |
| 30D | -1.2% | -2.0% | +0.8% | -1.6% |
| 3M | -13.4% | -3.0% | -10.4% | -14.0% |
| 6M | +15.4% | +48.7% | -33.3% | +4.6% |
| YTD | -5.9% | -12.1% | +6.3% | -7.3% |
| 1Y | +18.8% | +14.5% | +4.3% | +10.3% |
| 3Y | -19.4% | -6.1% | -13.3% | -28.0% |
| All | -47.8% | -28.4% | -19.4% | -56.3% |
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 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