+83.5%
CLF vs MDY
+171.2%
-87.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.4% |
| 7D | -9.1% | 0.0% | -9.1% | -8.6% |
| 30D | -0.9% | +1.0% | -1.9% | -2.1% |
| 3M | +3.0% | -4.1% | +7.1% | +10.8% |
| 6M | +16.7% | +0.6% | +16.0% | +17.1% |
| YTD | -3.2% | +12.9% | -16.1% | -18.3% |
| 1Y | +24.6% | +14.6% | +10.0% | +2.9% |
| 3Y | -22.3% | +57.1% | -79.4% | -59.1% |
| 5Y | -41.2% | +37.1% | -78.3% | -60.6% |
| 10Y | +83.5% | +171.5% | -88.0% | -57.5% |
| All | +83.5% | +171.2% | -87.6% | -57.5% |
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