-49.5%
CLF vs MDY
+32.0%
-81.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +0.7% |
| 7D | -19.6% | -1.7% | -17.9% | -17.1% |
| 30D | -5.0% | -0.9% | -4.1% | -3.3% |
| 3M | -6.3% | -5.7% | -0.6% | +3.4% |
| 6M | +2.8% | -2.9% | +5.7% | +9.1% |
| YTD | -13.7% | +9.8% | -23.5% | -23.6% |
| 1Y | +13.6% | +13.5% | +0.1% | -4.1% |
| 3Y | -34.0% | +51.9% | -85.9% | -61.6% |
| All | -49.5% | +32.0% | -81.5% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling