+13.7%
CLF vs MDY
+15.4%
-1.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.3% |
| 7D | +6.5% | +1.0% | +5.5% | +4.4% |
| 30D | +0.2% | -3.1% | +3.4% | +7.0% |
| 3M | -3.1% | +1.8% | -4.9% | -6.6% |
| 6M | +25.0% | +10.8% | +14.2% | +3.1% |
| YTD | -7.5% | +14.4% | -21.9% | -28.2% |
| All | +13.7% | +15.4% | -1.7% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling