+127.6%
CLF vs MDY
+170.4%
-42.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | +0.1% |
| 7D | -2.7% | -0.8% | -1.9% | -1.5% |
| 30D | -3.2% | -3.9% | +0.7% | +3.2% |
| 3M | -5.0% | 0.0% | -4.9% | -4.5% |
| 6M | +26.6% | +8.5% | +18.1% | +12.4% |
| YTD | -9.0% | +13.2% | -22.2% | -24.0% |
| 1Y | +11.8% | +15.0% | -3.2% | -8.1% |
| 3Y | -15.1% | +49.6% | -64.7% | -52.3% |
| 5Y | -48.2% | +46.0% | -94.2% | -69.1% |
| 10Y | +127.6% | +176.4% | -48.8% | -57.6% |
| All | +127.6% | +170.4% | -42.9% | -57.6% |
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