-25.4%
CLF vs MDY
+57.1%
-82.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.2% | +3.8% | +1.5% |
| 7D | -14.1% | +0.7% | -14.8% | -14.6% |
| 30D | -5.5% | +1.3% | -6.9% | -7.3% |
| 3M | 0.0% | -4.1% | +4.1% | +8.1% |
| 6M | +11.3% | +1.0% | +10.3% | +10.9% |
| YTD | -7.7% | +13.3% | -21.0% | -23.3% |
| 1Y | +17.5% | +15.7% | +1.8% | -5.5% |
| 3Y | -25.4% | +59.6% | -85.0% | -57.2% |
| All | -25.4% | +57.1% | -82.5% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling