+310.5%
CLF vs MDY
+2,662.7%
-2,352.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.6% |
| 7D | +7.6% | +0.1% | +7.4% | +7.4% |
| 30D | -1.2% | -1.5% | +0.3% | +1.0% |
| 3M | -13.4% | +0.8% | -14.1% | -13.9% |
| 6M | +15.4% | +7.4% | +8.0% | +5.7% |
| YTD | -5.9% | +15.2% | -21.1% | -21.6% |
| 1Y | +18.8% | +16.5% | +2.3% | -1.6% |
| 3Y | -19.4% | +46.8% | -66.2% | -49.9% |
| 5Y | -47.7% | +46.0% | -93.8% | -66.2% |
| 10Y | +130.4% | +172.1% | -41.7% | -25.2% |
| All | +310.5% | +2,662.7% | -2,352.2% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling