+79.0%
CLF vs MGY
+209.8%
-130.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -3.7% | +1.8% | -5.5% | -4.6% |
| 30D | -4.7% | +6.5% | -11.2% | -8.2% |
| 3M | -4.7% | +0.3% | -5.0% | -6.4% |
| 6M | +24.0% | -2.4% | +26.4% | +20.8% |
| YTD | -10.9% | +29.0% | -39.9% | -25.5% |
| 1Y | +4.0% | +17.0% | -13.0% | -8.7% |
| 3Y | -16.9% | +26.2% | -43.1% | -30.6% |
| 5Y | -49.3% | +92.3% | -141.6% | -68.2% |
| All | +79.0% | +209.8% | -130.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling