+478.0%
CLF vs MET
+1,300.1%
-822.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.8% |
| 7D | +7.6% | +1.2% | +6.4% | +6.8% |
| 30D | -1.2% | +1.4% | -2.6% | -2.2% |
| 3M | -13.4% | +17.7% | -31.1% | -22.1% |
| 6M | +15.4% | +35.0% | -19.6% | -4.5% |
| YTD | -5.9% | +26.3% | -32.2% | -18.9% |
| 1Y | +18.8% | +22.8% | -4.0% | +3.9% |
| 3Y | -19.4% | +65.9% | -85.3% | -41.3% |
| 5Y | -47.7% | +85.4% | -133.1% | -64.2% |
| 10Y | +130.4% | +253.7% | -123.3% | +11.3% |
| All | +478.0% | +1,300.1% | -822.2% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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