+80.1%
CLF vs MTB
+136.2%
-56.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.7% | +5.3% |
| 7D | -14.1% | -0.8% | -13.3% | -13.5% |
| 30D | -5.5% | +2.4% | -8.0% | -7.4% |
| 3M | 0.0% | -10.5% | +10.5% | +8.1% |
| 6M | +11.3% | +6.4% | +4.8% | +5.2% |
| YTD | -7.7% | +12.8% | -20.5% | -16.1% |
| 1Y | +17.5% | +23.3% | -5.7% | 0.0% |
| 3Y | -25.4% | +108.2% | -133.7% | -56.8% |
| 5Y | -46.0% | +68.6% | -114.5% | -65.3% |
| 10Y | +80.1% | +125.3% | -45.2% | -9.6% |
| All | +80.1% | +136.2% | -56.1% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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