+74.6%
CLF vs MDY
+165.3%
-90.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.0% |
| 7D | +10.4% | +2.3% | +8.1% | +6.6% |
| 30D | +0.6% | +2.0% | -1.4% | -2.2% |
| 3M | +4.1% | -5.6% | +9.8% | +15.0% |
| 6M | +15.1% | +1.3% | +13.8% | +14.3% |
| YTD | -4.7% | +12.3% | -17.1% | -18.9% |
| 1Y | +20.4% | +15.8% | +4.6% | -2.3% |
| 3Y | -23.4% | +56.5% | -79.9% | -59.5% |
| 5Y | -43.3% | +35.1% | -78.4% | -61.1% |
| All | +74.6% | +165.3% | -90.7% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling